Carbon nanohorns (CNHs) are mixed with cellulose to make freestanding thin-film conductive sheets. CNHs, at different ratios (5, 10, 25, 50 wt%), form composites with cellulose (hydroxyethylcellulose). Freestanding cellulose-carbon nanohorn (CCN) sheets were fabricated using a 100 μm-thick metal bar coater. Surfactants or any other chemical treatments to tailor the surface properties of CNHs were avoided to obtain composite sheets from pristine CNHs and cellulose. Utilizing the hygroscopic property of hydroxyethylcellulose and the electrical conductivity of CNHs paved a path to perform this experiment. The synthesis technique is simple, and the fabrication and drying of the sheets were effortless. As the loading concentration of CNH increased, the resistance, flexibility, and strength of the CCN composite sheets decreased. The maximum loading concentration possible to obtain a freestanding CCN sheet is 50 wt%. The resistance of the maximum loading concentration of CNH was 53 kΩ. The response of the CCN sheets to water vapor was 4 s and recover time was 13 s, and it is feasible to obtain a response for different concentrations of water vapor. High-resolution transmission electron microscopy, scanning electron microscopy, Fourier transform infrared spectroscopy, Raman spectroscopy, resistance measurement, tensile strength measurement, and thermogravimetric analysis were used to investigate the mechanical, morphological, electrical, and chemical properties of the CCN sheets.