Cellulose and hemicelluloses were isolated from birch wood using a dilute alkaline solution and then consolidated into pellets as model compounds of cellulose and hemicelluloses in the wood cell wall. The purity of isolated cellulose and hemicelluloses was examined by Fourier-transform infrared spectroscopy and thermogravimetric analysis. The density, thermal diffusivity, heat capacity, and thermal conductivity were experimentally determined for consolidated birch powder, cellulose, and hemicelluloses in over-dry condition. The thermal degradation kinetic parameters of these materials were successfully calculated using a conversion rate step of 0.01, and the relationship with conversion rate was established. The results show that cellulose and hemicelluloses consolidated under 25 MPa had densities of 1362 kg/m3 and 1464 kg/m3, respectively. The cell wall of birch powder in the oven-dry state was not collapsed under 25 MPa. The thermal diffusivity of consolidated birch powder, cellulose, and hemicelluloses linearly decreased with temperature, with values of 0.08, 0.15, and 0.20 mm2/s at room temperature, respectively. The specific heat capacity (1104, 1209, and 1305 J/(kg·K) at 22 °C, respectively) and thermal conductivity (0.09, 0.24, and 0.38 W/(m·K) at 22 °C, respectively) linearly increased with temperature, except for those for hemicelluloses which exhibited a nonlinear relationship with temperature above 120 °C, and their linear experimental prediction equations were given. Birch cellulose was more thermally stable than hemicelluloses. The thermal degradation kinetic parameters including activation energy and pre-exponential factor of birch powder, cellulose, and hemicelluloses varied with the conversion rate and calculation methods, with average activation energy in a conversion rate range of 0.02–0.15 of 123.2, 159.0, and 147.2 kJ/mol, respectively (using the Flynn–Wall–Ozawa method), for average natural logarithm pre-exponential factors of 25.0, 33.1, and 28.7 min−1, respectively. Linear and quadratic equations were fitted to describe the relationship between the kinetic parameters and conversion rates. These results give comprehensive thermal properties of the densified cellulose and hemicelluloses isolated from a specific wood.