Magnetic, durable, and superhydrophobic polyurethane (PU) sponges were fabricated by chemical vapor deposition (CVD) of tetraethoxysilane (TEOS) to bind the Fe₃O₄ nanoparticles tightly on the sponge and then dip-coating in a fluoropolymer (FP) aqueous solution. The sponges were characterized using scanning electron microscopy and other analytical techniques. The effects of CVD time of TEOS and FP concentration on wettability, mechanical properties, oil absorbency, and oil/water selectivity of the sponges were also investigated. The sponges exhibit fast magnetic responsivity and excellent superhydrophobicity/superoleophilicity (CA_water = 157° and CA_oil ≈ 0°). The sponges also show very high efficiency in oil/water separation and could, driven by a magnet, quickly absorb floating oils on the water surface and heavy oils under water. Moreover, the PU@Fe₃O₄@SiO₂@FP sponges could be used as membranes for oil/water separation and for continuous separation of large amounts of oil pollutants from the water surface with the help of a pump. The in turn binding of Fe₃O₄ nanoparticles, SiO₂, and FP can also improve mechanical properties of the PU sponge. The sponges maintain the superhydrophobicity even when they are stretched with 200% strain or compressed with 50% strain. The sponges also show excellent mechanical stability, oil stability, and reusability in terms of superhydrophobicity and oil absorbency. The magnetic, durable, and superhydrophobic PU sponges are very promising materials for practical oil absorption and oil/water separation.