Nanomaterials have been developed to solve kinds of water pollution problems. Fluorinated graphene (FG) and multi-walled carbon nanotubes (MWCNTs) are used to improve the efficiency of oil/water separation of sponge via forming MWCNTs/FG/PU sponge in this work. The tests show that the two-dimensional FG can be adsorbed on the PU sponge, and one-dimensional MWCNTs can intertwine on the FG nanosheets as threads to fix on the skeletons of the PU sponge, which will form the micro-nano hierarchical structures and low surface energy surface. The surface contact angle of the MWCNTs/FG/PU sponge comes to the point of 158 degrees, which indicates the MWCNTs/FG/PU sponge is superhydrophobic. The superhydrophobic MWCNTs/FG/PU sponge has outstanding ability to separate various oil/water mixtures effectively, and the corresponding absorbency of oils and organic reagents is over 15 g/g.