Lignocellulosic cell wall is composed of cellulose, hemicelluloses and lignin, which are entangled together to form a 3D network system. The physical and chemical interactions and ordered assembly of these macromolecular has been proved to contribute to the optimal mechanical properties of plant fiber. In the present work, the micromechanical features of cellulose, hemicelluloses and lignin were summarized, while the macromolecular interactions between cellulose-hemicelluloses, cellulose-lignin, hemicelluloses-lignin as well as the cellulose molecular conformation modulated orientation correlation among these macromolecular were reviewed. Furthermore, the characteristics among light microscopy, SEM, TEM, AFM, FT-IR microscopy, polarized laser confocal Raman microscopy, sum frequency generation spectroscopy and X-ray diffraction/scattering techniques were compared. Especially, the application of molecular spectroscopy imaging approaches in revealing the macromolecular orientation of lignocellulosic fiber was discussed. Finally, the further research in macromolecular orientation was listed as following: systematically elucidating the effects of supramolecular structure of cellulose in lignocellulosic cell wall, the types of three intermolecular bonds, and the conformation of cellulose on the ordered assembly of the hemicellulose glycosidic bonds and lignin aromatic rings; revealing the structure, orientation and micromechanical changes of cellulose filament aggregates in various cell walls during the development of lignocellulosic fibers at the nanoscale; three-dimensional imaging and quantitative study of macromolecular orientation of wood fibers at the cell wall level; constructing fiber cell wall skeleton models of conifer, broadleaved and gramineous plants based on the results of molecular structure characterization, molecular simulation and 3D imaging.