This invention provides processes to convert biomass into energy-dense biomass for combustion, alone or in combination with another solid fuel. Some embodiments provide processes for producing energy-dense biomass from cellulosic biomass, comprising extracting the feedstock with steam and/or hot water to produce an extract liquor containing hemicellulosic oligomers, dissolved lignin, and cellulose-rich solids; separating the extract liquor, to produce dewatered cellulose-rich solids; hydrolyzing the dewatered cellulose-rich solids, thereby removing a portion of the cellulose, to produce intermediate solids (with higher energy density) and a hydrolysate; drying the intermediate solids to produce energy-dense biomass; and optionally recovering fermentable sugars from the hydrolysate. The energy-dense biomass may be pelletized into biomass pellets, which may have a similar energy density as torrefied pellets from wood. The hemicellulosic oligomers may be further hydrolyzed to produce additional fermentable sugars. The fermentable sugars may be fermented to ethanol or another product.