Novel lignocellulosic self-bonding materials with high performance and low hygroscopicity are still in demand in the wood industry. We demonstrated a facile and efficient approach to prepare adhesive-free all-lignocellulosic composites with excellent performances via the dialdehyde modification replacing the conventional hydrogen groups. Less than 30% water involved as the plasticizer could successfully optimize the performances of self-bonding composites and, more importantly, realize low-temperature hot pressing at 75 °C. The internal sectional morphology showed that individual wood fiber cells collapsed, and lignin was repolymerized with hemicellulose and cellulose to enhance interfacial bonding. Chemical analysis demonstrated the intra-and intermolecular association of dialdehyde groups. The self-assembly lignocellulosic composites were superior to most of the reported adhesive-free bio-fiber materials, demonstrating better flexural strength (93.7 MPa), internal bond strength (6.2 MPa), tensile strength (20.2 MPa), and hardness (1.0 GPa). Thus, this technology can be extended to different wood species. The thickness swelling rate of lignocellulosic self-bonding composites was only 2.1% after soaking in water for 24 h. In addition, the adhesive-free lignocellulosic composites exhibited plastic body-like behavior and excellent machinability. The applications of all-lignocellulosic self-bonding composites can be extended to high-strength structural buildings and outdoor household material fields, which aligns with the concepts of eco-friendliness, degradation, and carbon storage.