The first production of defibrillated celluloses from microalgal biomass using acid-free, TEMPO-free and bleach-free hydrothermal microwave processing is reported. Two routes were explored: i. direct microwave process of native microalgae (“standard”), and ii. scCO2 pre-treatment followed by microwave processing. ScCO2 was investigated as it is commonly used to extract lipids and generates considerable quantities of spent algal biomass. Defibrillation was evidenced in both cases to afford cellulosic strands, which progressively decreased in their width and length as the microwave processing temperature increased from 160 °C to 220 °C. Lower temperatures revealed aspect ratios similar to microfibrillated cellulose whilst at the highest temperature (220 °C), a mixture of microfibrillated cellulose and nanocrystals were evidenced. XRD studies showed similar patterns to cellulose I but also some unresolved peaks. The crystallinity index (CrI), determined by XRD, increased with increasing microwave processing temperature. The water holding capacity (WHC) of all materials was approximately 4.5 g H2O/g sample. The materials were able to form partially stable hydrogels, but only with those processed above 200 °C and at a concentration of 3 wt% in water. This unique work provides a new set of materials with potential applications in the packaging, food, pharmaceutical and cosmetic industries.