This work demonstrates the isolation of lignocellulose micro-nanofibrils, nanocrystals and nanospheres from steam-exploded sugarcane bagasse (SEB). First, steam-explosion was carried out in sugarcane bagasse at 195 °C for 7.5 and 15 min (SEB-7.5 and SEB-15). Untreated sugarcane bagasse was also pretreated by mechanical refining (MRB) in a PFI mill for comparison. Then, SEB and MRB fibers were submitted to alkaline delignification, hypochlorite bleaching for 60 or 180 min (HB60 and HB180), enzymatic hydrolysis (endoglucanase), and high-pressure homogenization. The resulting materials were characterized regarding chemical composition by high-performance liquid chromatography, width and morphology by transmission electron microscopy, crystallinity by X-ray powder diffraction and aspect ratio (length/diameter) by rheology. Levels of glucans (mostly cellulose), hemicelluloses and lignin were: 53.8%, 19.7% and 11.6% in MRB-HB180; 87.8%, <0.1% and 7.2% in SEB-7.5-HB60; 84.3%, <0.1% and 4.8% in SEB-7.5-HB180, 85.9%, <0.1% and 8.4% in SE-15-HB60; and 82.2%, <0.1% and 5% in SE-15-HB180, respectively. Aspect ratios and crystallinity indexes were similar among all groups (~100 and ~73%, respectively), except for SE-15-HB180 (~ 78.5 and 77%, respectively). MRB-HB180 and SE-15 (HB60 and HB180) had the lowest fiber widths (<20 nm) with the presence of nanocrystals in SE-15-HB180, while in the SE-7.5 (HB60 and HB180), fiber widths were greater than 50 nm with the presence of lignin nanospheres in SE-7.5-HB60. Hence, lignocellulose nanomaterials with aspect ratios ranging from micro/nanofibers to nanocrystals were isolated from SEB using a cost-effective production process.