Multiscale microstructure mesh wicks (MMWs) are widely used in the fabrication of ultrathin heat pipes (UTHPs) due to their excellent capillary properties. In this study, multiscale structures, including superhydrophilic nanosheet structures and microparticles, were prepared on copper meshes by a simple chemical etching method to enhance the capillary properties of wicks. The effects of chemical etching time on wick morphology, composition and capillary rise were investigated, and the effects of high-temperature sintering on the capillary performance of wicks were compared to provide application guidance for evaluating the heat transfer performance of UTHPs. The results indicated that the chemical etching caused the self-growth of superhydrophilic CuC2O4 nanosheet structures on the copper mesh surface compared with the untreated surface, and the maximum capillary rise velocity and the wicking coefficient could reach 8.4 mm/s and 404.457 mm2/s, respectively. After high-temperature sintering, the superhydrophilic CuC2O4 on the wick surface turns into CuO and Cu through reduction and pyrolysis reactions, and the nanosheet structure also turns into particle structure and bridges into microchannels at the dense particles. Due to the change of surface structure and chemical composition, the capillary performance of the wicks decreased, and the maximum capillary rise height could reach 80.6 mm and the maximum capillary performance parameter could reach 117.419 mm2/s, which were approximately 11.43% and 70.97% lower than that without high-temperature sintering, respectively.