This critical review provides a processing-structure-property perspective on recent advances in cellulose nanoparticles and composites produced from them. It summarizes cellulose nanoparticles in terms of particle morphology, crystal structure, and properties. Also described are the self-assembly and rheological properties of cellulose nanoparticle suspensions. The methodology of composite processing and resulting properties are fully covered, with an emphasis on neat and high fraction cellulose composites. Additionally, advances in predictive modeling from molecular dynamic simulations of crystalline cellulose to the continuum modeling of composites made with such particles are reviewed (392 references).