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. An efficient micro extrusion compression molding method is proposed for the cost‐effective fabrication of lightweight PE/GNs foam with interconnected vapor escape channels and surface micro‐nanostructures. The prepared foam possesses excellent anti‐icing and photothermal deicing properties, and exhibits an evaporation rate of 1.83 kg m−2 h−1 under 1 Sun illumination when it is used as a self‐floating solar evaporator.