In this study, a cryogel/nanofiber hybrid material was developed using a new lotus-leaf-inspired strategy. The lotus effect was generated via beaded poly(ε-caprolactone) (PCL) nanofibers produced from the 9 wt% PCL solution with low viscosity and high surface tension via electrospinning. A poly(hydroxyethyl methacrylate) (PHEMA) cryogel layer was constructed through polymerization onto the beaded PCL nanofibrous mat. The thickness of the PHEMA cryogel/beaded PCL nanofiber hybrid material was 3.19 ± 0.07 mm. Morphological characterization studies of the hybrid material were conducted by scanning electron microscopy (SEM). The mean diameter of the beaded PCL nanofibers was 97.22 ± 21.18 nm. The lotus effect created by the beaded PCL nanofibers was investigated by water contact angle (WCA) measurements. The WCA of beadless and beaded PCL nanofibers was 93.42° ± 1.4° and 117.97° ± 5.04°, respectively. The PHEMA cryogel layer was chemically characterized via Fourier transform infrared spectroscopy (FTIR) analysis and the specific groups belonging to 2-hydroxyethyl methacrylate (HEMA) was observed. The porosity of the PHEMA cryogel layer was determined via mercury porosimetry. The total porosity of the PHEMA cryogel was 64.42%, and the pore sizes were in the range of 5–200 µm. Swelling kinetics of the PHEMA cryogel/beaded PCL nanofiber hybrid material were also investigated and compared to those of PHEMA cryogel and beaded PCL nanofibers. The maximum swelling ratio of the hybrid material was 509.69% and reached after 180 min. The developed PHEMA cryogel/beaded PCL nanofiber hybrid material met the criteria required for layered structures and biomedical applications whereby its eligible stability, morphology, porosity, and swelling capacity. Consequently, the lotus-leaf-inspired strategy was successful in constructing the cryogel/nanofiber hybrid materials.