The aim of this study was to evaluate the hygroscopicity and nanomechanics of earlywood (EW) and latewood (LW) larch after thermal modification under vacuum conditions. Wood samples were heat-treated in a vacuum atmosphere at 180–220 °C for 6 h, then their cell wall properties were observed using dynamic water vapor sorption (DVS), imaging Fourier-transform infrared (FTIR) microscopy, and nanoindentation. The results showed that the vacuum heat treatment reduced the hygroscopicity of EW and LW and increased hysteresis between the adsorption and desorption branches of the isotherm. Compared with EW, the treatment temperature had a more pronounced influence on the hygroscopicity of LW. The Hailwood-Horrobin model was found to accurately fit the experimental data. Imaging FTIR microscopy revealed degradation of hemicellulose, cross-linking, condensation reactions, and redistribution of lignin in the cell wall. The elastic modulus for the heat-treated EW and LW cell walls increased at first and then decreased as the treatment temperature increased; the increase in LW was more intense than that in EW. Cell wall hardness also markedly increased after heat treatment. Our analysis suggests that vacuum heat treatment decreases hygroscopicity and alters the chemical composition distribution of cell walls, thus improving wood cell wall mechanics.