Nanobiocatalysts, i.e., enzymes immobilized on nanostructured supports, received considerable attention because they are potential remedies to overcome shortcomings of traditional biocatalysts, such as low efficiency of mass transfer, instability during catalytic reactions, and possible deactivation. In this short review, we will analyze major aspects of immobilization of cellulase—an enzyme for cellulosic biomass waste processing—on nanostructured supports. Such supports provide high surface areas, increased enzyme loading, and a beneficial environment to enhance cellulase performance and its stability, leading to nanobiocatalysts for obtaining biofuels and value-added chemicals. Here, we will discuss such nanostructured supports as carbon nanotubes, polymer nanoparticles (NPs), nanohydrogels, nanofibers, silica NPs, hierarchical porous materials, magnetic NPs and their nanohybrids, based on publications of the last five years. The use of magnetic NPs is especially favorable due to easy separation and the nanobiocatalyst recovery for a repeated use. This review will discuss methods for cellulase immobilization, morphology of nanostructured supports, multienzyme systems as well as factors influencing the enzyme activity to achieve the highest conversion of cellulosic biowaste into fermentable sugars. We believe this review will allow for an enhanced understanding of such nanobiocatalysts and processes, allowing for the best solutions to major problems of sustainable biorefinery.