Paramylon, which is a β-(1,3)-D-glucan photosynthesized by Euglena, was chemically modified by esterification. Various paramylon triesters with different alkyl chain lengths (carbon numbers 2–12) were successfully prepared. All of the paramylon triesters have higher thermal degradation temperatures than that of neat paramylon. Moreover, it was found that the paramylon triesters with C2–C6 alkyl chains are crystalline polymers with melting temperatures from 281 °C to 114 °C, and those with C8–C12 alkyl chains are amorphous polymers, confirmed by both DSC and X-ray diffraction analysis. Paramylon triesters with C3–C12 alkyl chains could shape self-sustaining films by both solvent-casting and melt-quench methods with high optical transmittance and sufficient tensile strength or elongation at break. Thermal and mechanical properties of paramylon triesters can be controlled freely from hard to soft by substituted acyl length. In the cases of the crystalline paramylon triesters, highly oriented and crystallized films could be fabricated by the thermally stretched method, and their tensile strengths have been obviously improved. Well-oriented X-ray fiber diagrams of the stretched and crystallized films suggest that all of the paramylon triesters have rare 5-fold helix conformation of molecular chains in crystal.