In comparison to synthetic thermoresponsive polymers, thermoresponsive materials based on naturally occurring polysaccharides and in particular cellulose are scarce. In this study, thermoresponsive hairy-rod polymer, cellulose stearoyl triester (CSE) with a high degree of esterification of 2.95, was synthesized and used for the formation of temperature-responsive films. Transparent and hydrophobic thin films were fabricated by dip-coating hydrophilic and hydrophobic surfaces with CSE. The films had thicknesses between 8 and 360 nm, depending on the concentrations of CSE solutions. Static contact angles of water drops on the films were up to 120°. The thin films from CSE solutions in toluene with concentrations of at least 5 mg/mL were not permeable for water molecules, as shown via cyclic voltammetric analysis. Based on film properties and morphologies, different self-assembly mechanisms of CSE films on hydrophilic and hydrophobic surfaces were proposed. In addition, these films showed temperature-responsiveness, which was demonstrated by the temperature-controlled release of rhodamine B molecules from films.