Abstract The use of natural fibers as reinforcement for thermoplastics has generated much interest due to their low cost, possibility of environmental protection and use of locally available renewable resources. In this work the mechanical and morphological properties of high density polyethylene/pre-treated and modified residues from sugarcane bagasse cellulose composites were analyzed. Composites were produced by a thermokinetic mixer. The microstructural analyses of fracture surface from composites can be easily evaluated by microscopic techniques. Results showed that the modification of sugarcane bagasse cellulose with zirconium oxychloride was successfully accomplished and that this reinforcement material with high density polyethylene showed tensile strength higher than non-modified sugarcane bagasse cellulose. Modification in the sugarcane bagasse cellulose influenced directly in mechanical properties of the composite material. This can be observed by the fracture surface, which showed that modified cellulose sugarcane bagasse improved interfacial adhesion between fiber and matrix.