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.

Euglena is encased in a pellicle - a protein sheath that holds its cell membrane into its characteristic shape, but which is somewhat flexible and thus not quite a cell wall like what a plant cell has.