What were scrolls in Ancient China made of?

During and before Qin dynasty, it was written on bamboo planks. See this photo for a war era scroll:

http://m.qulishi.com/UploadFile/2015529/2015529133...

After Han dynasty during the first century, Cai Lun invented paper. Paper has been used since. See reference here:

http://estimation.cang.com/201306/2013060521255564...

Emperor's court order has silk backing and looks similar to this:

http://img02.taobaocdn.com/imgextra/i3/107715445/T...

Often they were on silk. Or paper, as Vittorio said.

If you go to the website of a museum, such as the Metropolitan Museum of Art, and look at their database of specific objects of art, it will tell you the "medium" (what the thing is made of, such as "ink on paper").

Paper - they invented the darn thing