Cellulose was premodified by short-chain fatty acid anhydrides, such as acetic anhydride (CA), propionic anhydride (CP), and butyric anhydride (CB), followed by grafting of polyoxyethylene (2) hexadecyl ether (E2C16) using toluene-2,4-diisocyanate as a coupling agent. The feeding molar ratio of E2C16 and the anhydroglucose unit (AGU) was fixed at 4:1, and then a series of CA-g-E2C16, CP-g-E2C16, and CB-g-E2C16 copolymers were successfully prepared. The structures and properties of the copolymers were characterized using FTIR (fourier transform infrared spectra), 1H-NMR (Proton nuclear magnetic resonance), DSC (Differential scanning calorimeter), POM (polarized light microscopy), TGA (thermogravimetric analysis) and WAXD (wide-angle X-ray diffraction). It was shown that with the anhydride/AGU ratio increasing, the degree of substitution (DS) value of E2C16 showed a trend of up first and then down. With the carbon chain length increasing, the DS value of E2C16 continuously increases. The phase transition temperature and thermal enthalpy of the copolymers increased with an increasing DS value of E2C16. When the ratio of CB/AGU was 1.5:1, the DS of E2C16 was up to the maximum value of 1.02, and the corresponding melting enthalpy and crystallization enthalpy were 32 J/g and 30 J/g, respectively. The copolymers showed solid–solid phase change behavior. The heat resistant temperature of cellulose-based solid–solid phase change materials was always higher than 270 °C. After the grafting reaction, the crystallinity of E2C16 decreased, while the crystal type was still hexagonal.