The potential adverse effects of CuO nanoparticles (NPs) have increasingly attracted attention. Combining electron microscopic and toxicological investigations, we determined the adhesion, uptake, and toxicity of CuO NPs to eukaryotic alga Chlorella pyrenoidosa. CuO NPs were toxic to C. pyrenoidosa, with a 72 h EC50 of 45.7 mg/L. Scanning electron microscopy showed that CuO NPs were attached onto the surface of the algal cells and interacted with extracellular polymeric substances (EPS) excreted by the organisms. Transmission electron microscopy (TEM) showed that EPS layer of algae was thickened by nearly 4-fold after CuO NPs exposure, suggesting a possible protective mechanism. In spite of the thickening of EPS layer, CuO NPs were still internalized by endocytosis and were stored in algal vacuoles. TEM and electron diffraction analysis confirmed that the internalized CuO NPs were transformed to Cu2O NPs (d-spacing, ∼0.213 nm) with an average size approximately 5 nm. The toxicity investigation demonstrated that severe membrane damage was observed after attachment of CuO NPs with algae. Reactive oxygen species generation and mitochondrial depolarization were also noted upon exposure to CuO NPs. This work provides useful information on understanding the role of NPs-algae physical interactions in nanotoxicity.