Euglena do not have cell walls, they have a
cell membrane. This makes them less rigid than
things like plant cells. Most Euglena have
chloroplast, these photosynthetic organelles do
not have cell walls. The whole organisms in only
a single cell, so there are no cells, and
therefore no cell walls, within it.
Euglena are single-celled protists and fall under
the classification of "Prokaryotes". It lacks a
cell wall but does have a pellicle, a thin
layer protecting the cell membrane. It is
stiff, yet flexible and allows the protists to
maintain its shape and aid its locomotion. It is
by protein strips spiraling around the organisms
and the strips slide past one another.