Surface hydrophobization of cellulose nanomaterials has been used in the development of nanofiller-reinforced polymer composites and formulations based on Pickering emulsions. Despite the well-known effect of hydrophobic domains on self-assembly or association of water-soluble polymer amphiphiles, very few studies have addressed the behavior of hydrophobized cellulose nanomaterials in aqueous media. In this study, we investigate the properties of hydrophobized cellulose nanocrystals (CNCs) and their self-assembly and amphiphilic properties in suspensions and gels. CNCs of different hydrophobicity were synthesized from sulfated CNCs by coupling primary alkylamines of different alkyl chain lengths (6, 8, and 12 carbon atoms). The synthetic route permitted the retention of surface charge, ensuring good colloidal stability of hydrophobized CNCs in aqueous suspensions. We compare surface properties (surface charge, ζ potential), hydrophobicity (water contact angle, microenvironment probing using pyrene fluorescence emission), and surface activity (tensiometry) of different hydrophobized CNCs and hydrophilic CNCs. Association of hydrophobized CNCs driven by hydrophobic effects is confirmed by X-ray scattering (SAXS) and autofluorescent spectroscopy experiments. As a result of CNC association, CNC suspensions/gels can be produced with a wide range of rheological properties depending on the hydrophobic/hydrophilic balance. In particular, sol-gel transitions for hydrophobized CNCs occur at lower concentrations than hydrophilic CNCs, and more robust gels are formed by hydrophobized CNCs. Our work illustrates that amphiphilic CNCs can complement associative polymers as modifiers of rheological properties of water-based systems.