The ability of combining different material chemistries to obtain hybrids with a hierarchical architecture is an emerging trend in materials engineering. In this article, we report on co-continuous organic–inorganic macro-mesoporous hybrid materials in which a Si-aerogel network is homogeneously intertwined with a macroporous polymer network, creating an architectural hierarchy. The main thrust of this manuscript is an innovative one-pot synthesis strategy that uses hydrosol-in-oil HIPEs (high internal phase emulsions) as structural templates, where polymerization of monomers in the external phase and hydrolytic condensation of tetramethyl orthosilicate in the internal phase occur simultaneously. The molecular and porous structures as well as thermal and mechanical properties are described and discussed in detail. The resulting multicomponent monoliths yield a hierarchically porous system with pronounced macro-mesoporosity and a specific surface area that increases from 5 m2·g−1 for the bare polyHIPE structure to as high as 242 m2·g−1 for the hybrid structure. The incorporation of Si-aerogel in the polyHIPE lowers its thermal conductivity to 27 mW·m−1·K−1, a value lower than that of commercial high-performance insulators such as superthermally insulating Styrofoam. The Si-aerogel content also affects the mechanical properties. The compressive modulus of the hybrid polyHIPEs increases with Si-aerogel content from 20 MPa for bare polyHIPEs to 98 MPa for the polyHIPEs with the highest Si-aerogel content.