Using novel treatments before lignin-containing nanocelluloses (LNCs) production from agricultural residues is a growing field of fondness due to environmental, economic, and biorefinery issues. So, in this study, cold caustic extraction (CCE) was utilized as a facile, low-thermal, bleaching-free, environmentally friendly, and light alkaline post-treatment of bagasse unbleached soda pulp before lignin-containing cellulose nanocrystals (LCNCs) and lignin-containing cellulose nanofibrils (LCNFs) manufacturing processes. The optimum conditions of CCE post-treatment of pulp were 10% sodium hydroxide at 20 °C for 60 min. The production of LCNCs was performed with an acid hydrolysis method using sulfuric acid (64 wt%), and LCNFs were manufactured via microfluidizer. Morphological analysis clearly indicated that the average diameter of LCNCs and LCNFs reduced after CCE post-treatment. Furthermore, Fourier transform infrared spectroscopy confirms the reduction of hemicelluloses and lignin on the fiber surface after CCE post-treatment. X-ray diffraction results show that CCE post-treatment increases the crystallinity of LNCs. The thermal analyses also showed that the generated LCNCs and LCNFs from CCE post-treated pulps had obviously higher thermal stability than untreated ones. The manufactured nanofilms after CCE post-treatments also exhibited outstanding mechanical and appearance properties. In general, this study elucidates that the chemical, morphological, and thermal features of LNCs as well as mechanical and appearance properties of manufactured nanofilms can be significantly improved by CCE post-treatment of the unbleached pulp with an easy, affordable, and environmentally friendly method instead of bleaching or other expensive and non-eco-friendly methods, especially for heat-resistant nano biopolymers and composite applications. Graphical Abstract: [Figure not available: see fulltext.]