The application area of wood–plastic composites is growing rapidly, which is reflected in massive research activity. In the present study, comparative analysis of cellulosic fillers of different macro- and micro-sized particles in reinforcing polypropylene-based wood–plastic composites is performed. The mechanical properties of composites manufactured with three different types of spruce wood flour (coarse, 20-mesh and Arbocel C320) particles are compared. The study shows that composites with 20-mesh wood flour have better tensile, flexural and impact properties. The possibility of using a microfibrillated cellulose as the reinforcing filler in wood–plastic composite is also studied. The combination of microfibrillated cellulose (10 wt%) with coarse wood flour resulted in improvement in almost all mechanical parameters of the wood–plastic composite. In addition, it is shown that a wood–plastic composite manufactured using pure cellulose fibres has the weakest mechanical properties. The water absorption and thickness swelling of the composite, as well as the durability of the composites exposed to three cycles of water immersion, freezing and thawing are observed. The microstructure of the composites is examined by scanning electron microscope. The superior properties of microfibrillated cellulose-containing wood–plastic composites are described for the first time.