The control of airborne contaminants is of great interest in improving air quality, which has deteriorated more and more in recent years due to strong industrial growth. In the last decades, cellulose has been largely proposed as suitable feedstock to build up eco-friendly materials for a wide range of applications. Herein, the issue regarding the use of cellulose to develop air-filtering systems is addressed. The review covers different cellulose-based solutions, ranging from aerogels and foams to membranes and films, and to composites, considering either particulate filtration (PM10, PM2.5, and PM0.3) or gas and water permeation. The proposed solutions were evaluated on the bases of their quality factor (QF), whose high value (at least of 0.01 Pa−1 referred to commercial HEPA (high-efficiency particulate air) filters) guarantees the best compromise between high filtration efficiency (>99%) and low pressure drop (<1 kPa/g). To face this aspect, we first analyzed the different morphological aspects which can improve the final filtration performance, outlining the importance on using nanofibers not only to increase surface area and to modulate porosity in final solutions, but also as reinforcement of filters made of different materials. Besides the description of technological approaches to improve the mechanical filtration, selected examples show the importance of the chemical interaction, promoted by the introduction of active functional groups on cellulose (nano)fibers backbone, to improve filtration efficiency without reducing filter porosity.