Solar evaporation is one of the most attractive and sustainable approaches to address worldwide freshwater scarcity. Unfortunately, it is still a crucial challenge that needs to be confronted when the solar evaporator faces harsh application environments. Herein, a promising polymer molding method that combines melt blending and compression molding, namely micro extrusion compression molding, is proposed for the cost‐effective fabrication of lightweight polyethylene/graphene nanosheets (PE/GNs) foam with interconnected vapor escape channels and surface micro‐nanostructures. A contact angle of 155 ± 2°, a rolling angle of 5 ± 1° and reflectance of ≈1.6% in the wavelength range of 300–2500 nm appears on the micro‐nanostructured PE/GNs foam surface. More interestingly, the micro‐nanostructured PE/GNs foam surface can maintain a robust superhydrophobic state under dynamic impacting, high temperature and acid‐/alkali solutions. These results mean that the micro‐nanostructured PE/GNs foam surface possesses self‐cleaning, anti‐icing and photothermal deicing properties at the same time. Importantly, the foam exhibits an evaporation rate of 1.83 kg m−2 h−1 under 1 Sun illumination and excellent salt rejecting performance when it is used as a self‐floating solar evaporator. The proposed method provides an ideal and industrialized approach for the mass production of solar evaporators suitable for practical application environments.