Within this work, well-defined polystyrene-block-poly(2-hydroxyethyl methacrylate) (PS-b-PHEMA) and a non-polar model block copolymer (BCP) polystyrene-block-polybutadiene (PS-b-PB) have been prepared via sequential anionic polymerization and investigated with respect to their capability of microphase separation in the presence of cellulose fibres. Both the original morphologies in the bulk state as well as the microphase-separated structures in the vicinity of cellulose fibres were investigated by scanning electron microscopy (SEM), transmission electron microscopy (TEM) and small-angle X-ray scattering (SAXS) measurements. BCP series featuring molar masses below 70 kg mol−1 and higher molar masses up to 201 kg mol−1 have been subjected to solvent-casting and subsequent thermal annealing to elucidate the microstructures in the presence or absence of cellulose fibres with defined contents of water. Besides the classical morphologies comprising spheres, cylinders and lamellae, also gyroidal and helical-domains were observed. Moreover, a significant impact on the degree of domain order and orientation was found for the PHEMA-containing BCPs based on the hydroxyl moiety interactions of the cellulose fibres and respective PHEMA block segments.