Conductive nanomaterial/flexible polymer composite foams are of great interest in the field of flexible and wearable piezoresistive pressure sensors. However, the existing composite foam sensors are faced with stability issues from conductive nanomaterials, which tends to decrease their long-term durability. Herein, we developed a solvent evaporation-induced self-assembly strategy, which could significantly improve the stability of multiwalled carbon nanotubes (MWCNTs) on a silicone rubber foam skeleton. The process for self-assembly of MWCNTs was straightforward. Aqueous MWCNT dispersion droplets were first hierarchically enclosed in silicone rubber via water-in-oil (W/O) Pickering high internal phase emulsions (HIPEs). Then, the high pressure generated by fast evaporation of the solvent from the droplets could break the thinnest pore walls to form interconnected pores. As a result, very dense and firm MWCNT layers were self-assembled on the pore wall surface. Due to the excellent stability of MWCNTs and tetramodal interconnected porosity, our MWCNTs/silicone rubber composite foam showed the following "super" properties: low density of 0.26 g/mL, high porosity of 76%, and excellent mechanical strength (the maximum stress loss of 8.3% at 80% strain after 100 compression cycles). In addition, excellent piezoresistive performance, including superior discernibility for different amplitudes of compressive strain (up to 80%), rapid response time (150 ms), and high sensitivity (gauge factor of 1.44), was demonstrated for such foams, together with prominent durability (39,000 compression cycles at 60% strain in air) and excellent stability of resistance response in water and organic solvents (5000 compression cycles at 30% strain in water and ethanol). Regarding its application, a wearable piezoresistive sensor, which was assembled from the as-prepared conductive silicone rubber composite foam, could capture various movements from tiptoeing and finger bending to small deformations resulting from human pulse.