In this paper, quasi-static nanoindentation was applied for investigating the influence of superheated steam on microstructure and micromechanical properties of Moso bamboo cell walls. The changes of mico-morphology, chemical composition, cellulose crystallinity index, micro-mechanical properties of bamboo were analyzed via scanning electron microscopy (SEM), X-ray diffraction (XRD), Fourier transform infrared (FTIR), and nanoindentation. As expected, the content of hemicellulose and cellulose showed a downward trend, whereas the relative lignin content increased. Elastic modulus and hardness of the cell wall increased compared with that of the untreated sample. The elastic modulus and hardness of bamboo increased from 11.5 GPa to 19.5 GPa and from 0.35 GPa to 0.59 GPa. Furthermore, results showed that the creep resistance positively correlated to treatment severity.