Polyurethane (PU) foams reinforced with bamboo fiber sources in China, ie, bamboo fiber, bamboo α-cellulose fiber, and bamboo nanocellulose fiber, were prepared and their physico-mechanical properties were analyzed in this work. The bamboo fiber sources and PU foams were characterized by Fourier transform infrared spectroscopy (FTIR), Scanning electron microscope (SEM), Thermal gravimetric analysis (TGA) and universal compression testing. The results indicated that the hydroxyl groups on the fiber surfaces were enhanced by removing non-celluloses in the preparation of α-cellulose and nanocellulose. With the addition of small particle size α-cellulose and nanocellulose, the cell sizes of PU foams were reduced due to more nucleating agents being introduced. The FTIR spectra confirmed that the bamboo fiber sources were involved in the foaming reaction. The PU foams with bamboo fiber sources had a higher thermal stability than neat foam, and they were satisfactory enough to be used as insulation. PU foams reinforced with 5% bamboo fiber, 3% α-cellulose fiber and 3% nanocellulose fiber had better physico-mechanical performance than other foams. The reinforcement performance of 3% bamboo α-cellulose fiber on PU foam was comparable with that of high-cost nanocellulose. Accordingly, bamboo α-cellulose fiber was demonstrated to be a promising candidate to reinforce PU foam, which could be used in the reinforcement of foam insulation.