A comb-like amphiphilic polymer (PBTF), composed of hydrophobic backbones and hydrophilic side chains, was employed to grow honeycomb coating layers in situ on a filter paper via directly casting a polymer solution and by the subsequent dynamic breath figure (BF) method. Through regulating the hydrophilic polymer side chain density and the solution concentration, a continuous honeycomb coating layer contouring to the filter paper surface profile, in addition to possessing a water contact angle (WCA) as high as 146°, was successfully fabricated. The present study also finds that increasing the hydrophilic side chain density will turn PBTF into a surfactant-like polymer, and thus, endow the PBTF solution with the capacity of numerous micro–nano-sized water droplets, rather than simply stabilizing the ordered water droplet arrays on the surface of the solution. With vast nano-sized water droplets in it, the once transparent PBTF solution changed into a translucent nano-emulsion, which demonstrates a strong Tyndall effect. While casting such nano-emulsion on a filter paper and then subjecting to the BF process, the polymeric solute takes both nano-emulsion intrinsic nano-sized water droplets and solvent evaporation-induced water droplets as templates and self-assembles into a bird-nest-like three-dimensional porous microstructure, which possesses micro–nano-sized communicating pores. By regulating the water content in the nano-emulsion, the bird-nest-like structure can be uniformly formed on the surface of the filter paper, which revealed a WCA of 152°. The coated filter papers possess selective wettability, and meanwhile, maintain the inherent permeability of the substrates, which therefore can be directly utilized as oil/water separation materials.