As one main component of lignocellulosic biomass, hemicellulose is a promising alternative for the replacement of limited fossil resources to produce furfural, thus preserving a high atom efficiency. However, the complex structure of hemicellulose and the interaction between the other two components in lignocellulosic biomass (cellulose and lignin) make the effective utilization of naturally formed structure of hemicellulose challenging. This review presents an overview of the production of furfural directly from hemicellulose in lignocellulosic biomass with special emphasis on achieving the effective utilization of hemicellulose, which includes the selective dissolution of hemicellulose from lignocellulosic biomass and the selective formation of furfural from hemicellulose derivatives. Whereas the cellulose and lignin structures are retained, which can be utilized separately. Solvents and catalysts are considered as two main factors in this valorization process of hemicellulose.