For the rational use of agricultural wastes, bagasse, orange peel and wheat bran were used to fabricate bio-based polymer materials. Cellulose was extracted from the three different agricultural wastes, and poly(ε-caprolactone) (PCL) was used as the matrix material. PCL was mixed with nanocrystalline cellulose (CNC), extracted bagasse cellulose (GC), orange peel cellulose (JC) and wheat bran cellulose (MC) by solution casting. Morphology and structure of the extracted cellulose were studied by Scanning Electron Microscope, Fourier Infrared spectrometer, thermogravimetry and X-ray diffractometer. The influence of GC, JC, MC on the crystallization process and mechanical properties of PCL was investigated by DSC and tensile test. Experimental results show that the addition of CNC, GC, JC, MC increases the crystallization temperature of PCL, accelerates the crystallization process of PCL, and improves the tensile property of PCL.