Cellulose particles are used in a range of materials and applications. Here, we investigated the role of cellulose sorptivity on the rheology and microstructure of oil-continuous capillary suspensions consisting of cellulose beads and fibres at volume fractions of 0.3–0.65 and water at volume fractions up to 0.2. We hypothesised that, in spite of their water-absorbent nature, cellulose particles in oil would be structured into a percolated network by water added as an immiscible secondary phase. The interplay between cellulose bead load and water content was used to generate suspensions ranging from flowable to highly elastic with moduli near 1 MPa. While capillary bridging induced a liquid to semi-solid transition, nearer particle volume fractions of 0.65, we found a transition to a solid, wet-granular material. Liquid-solid transitions occurred even if the water was absorbed by the particles, suggesting that the increase in elasticity was not solely due to the formation of capillary bridges, but also as a result of clustering and the associated increase in effective packing volume fraction. Swapping the beads with fibres increased stiffness by 4 orders whereas swapping half of the beads at the same water fraction increased material stiffness by 3 orders of magnitude. The two conclusions of this study were that, even for water-sorptive particles, capillary and hydrophilic interactions may be used to structure oil-continuous suspensions, and that the use of high aspect ratio particles can increase the rigidity of oil-continuous capillary suspensions to a greater extent than beads at an equivalent volume fraction.