The development of multifunctional coatings is a trend. Here, a conductive and superhydrophobic coating with nest-like structure was prepared on the wood or polyurethane (PU) sponge by spraying or soaking methods. The coating contains lignin and carboxylated multi-wall carbon nanotubes (MWCNT) as the main materials, both methyl trimethoxysilane (MTMS) and polydimethylsiloxane (PDMS) as the modifiers. And benefiting from the protective effect of the nest-like structure, the coating exhibits excellent abrasion resistance (withstanding 43 abrasion cycles), stability, and UV resistance (little change in water contact angle after 240 h of ultraviolet (UV) irradiation) by optimizing the proportions. Additionally, the coating provides eminent deicing (complete removal after 142.7 s) and self-cleaning on the wood, as well as the superior sensing performance and oil absorption (15.0–49.6 g/g for various oils) on the PU sponge. When assembled into compressible piezoresistive sensor, it could clearly sense the signals of rapid, short, circulation, different speed and deformation, possessing a prosperous wearable device prospect. It is envisaged that the coating supplies a new platform for superhydrophobicity, wearable electronics and oil absorption.