A direct methanol fuel cell (DMFC) is an excellent energy device in which direct conversion of methanol to energy occurs, resulting in a high energy conversion rate. For DMFCs, fluoropolymer copolymers are considered excellent proton-exchange membranes (PEMs). However, the high cost and high methanol permeability of commercial membranes are major obstacles to overcome in achieving higher performance in DMFCs. Novel developments have focused on various reliable materials to decrease costs and enhance DMFC performance. From this perspective, cellulose-based materials have been effectively considered as polymers and additives with multiple concepts to develop PEMs for DMFCs. In this review, we have extensively discussed the advances and utilization of cost-effective cellulose materials (microcrystalline cellulose, nanocrystalline cellulose, cellulose whiskers, cellulose nanofibers, and cellulose acetate) as PEMs for DMFCs. By adding cellulose or cellulose derivatives alone or into the PEM matrix, the performance of DMFCs is attained progressively. To understand the impact of different structures and compositions of cellulose-containing PEMs, they have been classified as functionalized cellulose, grafted cellulose, acid-doped cellulose, cellulose blended with different polymers, and composites with inorganic additives.