The chemical modification of cellulose via sustainable pathways is highly desirable for high performance cellulose derivatives. Herein, a novel one-pot method for the etherification and self-crosslinking of cellulose is demonstrated, for the first time, by applying the mild hydroxyl–yne click reaction that occurs in a homogeneous system. Besides the benzene rings and carbonyl groups, the conjugated CC double bonds formed by the hydroxyl–yne click reaction were also introduced to the resulting cellulose phenyl propylene ketone ethers (CPPKs). Interestingly, the conjugated CC double bonds in CPPKs could crosslink via photo-dimerization reactions during the etherification of cellulose, forming chemically crosslinked CPPKs. Therefore, the CPPK films exhibited excellent mechanical properties and solvent resistance. The ultimate strength of CPPKs was 85.7 ± 1.5 MPa, 1.6 times higher than that of raw cellulose. Moreover, the CPPK films were stable in high-polarity solvents (DMSO, DMAc, and DMF) for 6 months. Furthermore, CPPKs not only exhibited excellent UV-shielding properties but also showed good UV self-reinforcing properties; both CPPK hydrogels and films displayed improved mechanical properties under UV irradiation. This work provides a sustainable one-pot method for etherification and self-crosslinking of cellulose in the homogeneous system, which imparts excellent stress, solvent resistance, UV-shielding, and UV self-reinforcement to cellulose, promoting high-value utilization of cellulose materials.