The industrial processing of coconut to produce valuable foods, such as water and milk, generates large volumes of waste, especially the fruit shell. Despite this, material can be used in bioprocess applications, e.g., the production of enzymes, its recalcitrance hinders the cultivation of microorganisms, and low productivity is usually achieved. In this study, the production of cellulolytic enzymes through solid-state fermentation (SSF) and their extraction was investigated using the green coconut fiber pretreated by steam explosion, followed by alkali. The fungus Trichoderma reesei CCT-2768 was cultivated, using an experimental design, to study the effect of the water activity and the amount of biomass in the reactor. The combination of the pretreatment strategies yielded more porous biomass, with less hemicellulose (5.38%, compared to 10.15% of the raw biomass) and more cellulose (47.77% and 33.96% in the pretreated and raw biomasses, respectively). The water activity significantly affected the production of cellulases, with maximum activity yielded at the highest investigated value (0.995). Lastly, the extraction of the enzymes from the cultivation medium was studied, and a 9 g/L NaCl solution recovered the highest CMCase and FPase activities (5.19 and 1.19 U/g, respectively). This study provides an important contribution to the valorization of the coconut residue through (i) the application of the steam explosion technology to optimize the production of cellulases using the SSF technology and (ii) their extraction using different solvents.