The mechanical performance and dimensional stability of bamboo is highly dependent on the microfibril orientation in its cell wall sublayers. However, a comprehensive and quantitative description of this orientation at the sublayer scale of cell wall is very challenging to do. Here, we proposed a new approach to quantitatively estimate the cellulose microfibril orientation across the whole cell wall of both fibers and parenchyma cells in bamboo. This new approach is based on the geometrical correlation between the actual and apparent dimensions of cellulose microfibril aggregates, which are respectively determinedly with CP/MAS 13C NMR and high-resolution field emission scanning electron microscopy (FE-SEM). For comparison, the average microfibril angle (MFA) of both fibers and parenchyma cells were also measured using X-ray diffraction (XRD). It was concluded that the cellulose microfibrils in the broad sublayers of the bamboo fibers exhibited a relatively small MFA of about 10°, while those in the narrow sublayers were nearly oriented in the transverse with a MFA of about 80°. For parenchyma cells, the MFA of the broad and narrow sublayers were estimated to be 50–70° and 70–80°, respectively. Modified cell wall structural models for the two types of cells were then proposed.