The mechanical stability of the culms of monocotyledonous bamboos is highly attributed to the proper embedding of the stiff fibre caps of the vascular bundles into the soft parenchymatous matrix. Owing to lack of a vascular cambium, bamboos show no secondary thickening growth that impedes geometrical adaptations to mechanical loads and increases the necessity of structural optimization at the material level. Here, we investigate the fine structure and mechanical properties of fibres within a maturing vascular bundle of moso bamboo, Phyllostachys pubescens, with a high spatial resolution. The fibre cell walls were found to show almost axially oriented cellulose fibrils, and the stiffness and hardness of the central part of the cell wall remained basically consistent for the fibres at different regions across the fibre cap. A stiffness gradient across the fibre cap is developed by differential cell wall thickening which affects tissue density and thereby axial tissue stiffness in the different regions of the cap. The almost axially oriented cellulose fibrils in the fibre walls maximize the longitudinal elastic modulus of the fibres and their lignification increases the transverse rigidity. This is interpreted as a structural and mechanical optimization that contributes to the high buckling resistance of the slender bamboo culms.