Solar energy, as the most abundant, accessible, and sustainable energy resource on the Earth, has attracted great interest in recent years due to the increasing severity of energy crisis and environmental pollution caused by fossil fuels. Furthermore, cellulose, as one of the most abundant natural polymers, is biodegradable, renewable and recyclable, and can be crosslinked into a three-dimensional network structure of cellulose gels through hydrogen bonding, covalent bonding or ionic interaction, which is also one of the current research hotspots. In this study, a natural composite hygroscopic gel was developed to investigate the storage and release of heat during thermochemical reactions with water vapor as the adsorption medium. We extracted cellulose from corn stalk by hydrogen peroxide assisted with alkali method. The corn stalk cellulose was dissolved in LiBr·3H2O solution under the condition of high temperature oil bath to obtain corn stalk cellulose/LiBr hydrogel. Then, the hydrogel was further immersed in deionized water for solvent replacement to remove excess LiBr. After that, the specimen was dried in vacuum freeze dryer to achieve corn stalk cellulose gel (CSCG). The results of water vapor adsorption experiment demonstrated that water vapor adsorption capacity of CSCG with corn stalk cellulose of 1wt% and solvent exchange time of 10 h is up to 1.58 g/g. A great energy storage density of 1189.5 J/g was measured by thermogravimetric analysis for cellulose gel. Thus, this research can provide a new idea and material for thermochemical heat storage.