The rapid rise of triboelectric nanogenerators, an innovative technology for low‐frequency energy harvesting and self‐powered sensing, has increased the interest in high‐performance triboelectric materials. Enhancing the surface charge density via dielectric modulation is essential for high‐performance triboelectric nanogenerators. As the most abundant biopolymer on earth, cellulose has remarkable properties such as excellent mechanical strength, thermal stability, and tunable surface chemistry, indicating its significant application potential in the design and fabrication of triboelectric nanogenerators. Owing to its unique multiscale structure and excellent processability, cellulose holds substantial promise for dielectric modulation. This review aims to provide comprehensive insights into the rational design and tailored preparation of cellulosic materials with optimal dielectric constants. First, the multiscale structure and exceptional advantages of cellulosic materials are interpreted. A comprehensive investigation into multiscale confinement‐modulated cellulosic dielectric materials encompassing cellulosic molecules, dipoles, and fibers along with their dipoles is undertaken and the significance of interfacial polarization is explored. Furthermore, the emerging applications of cellulosic materials with superior dielectric properties in triboelectric nanogenerators, including energy harvesting, self‐powered sensing, and self‐powered medical and smart monitoring systems, are described. Finally, the challenges and future opportunities for cellulosic dielectric modulation are summarized.