Ethyl-cyanoethyl cellulose [(E-CE)C]/cross-linked polystyrene (PS) composites were prepared via polymerization of styrene in (E-CE)C/styrene solutions with glycol diacrylate as a cross-linking reagent. The polymerization of the solution, morphology, and miscibility of (E-CE)C/PS composites were studied with polarizing microscopy, small-angle light scattering (SALS), differential scanning calorimetry (DSC), and transmission electron microscopy (TEM). It was found that the mixing state of the (E-CE) C/PS system and the thermal stability of composites were modified by cross-linking of PS. In the intensively cross-linked composite prepared from the anisotropic solution, there existed cylindrical domains in which (E-CE)C spherulites were dispersed in PS.