Due to a three-dimensional network structure filled with abundant water, a hydrogel is an ideal candidate for an underwater superoleophobic material, which has many promising applications in the fields of anti-bioadhesion, antifouling coating, oil/water separation, metal cleaning, and small oil-droplet manipulation. However, its practical applications are greatly limited by its poor mechanical properties. In this study, we prepared a strong underwater superoleophobic poly(N-isopropylacrylamide)-clay nanocomposite hydrogel through a simple filtration method. The nanocomposite hydrogel has a large number of mountain-like protrusions on its filtered surface and a layered structure in the interior. It is demonstrated that the rough surface structure improves its oil-repellent capability, leading to superoleophobicity with self-cleaning properties, while the interior layered structure endows the hydrogel with excellent tensile modulus and strength, superior to those of reported underwater superoleophobic hydrogels. It is demonstrated that the strong, underwater superoleophobic hydrogel is further developed as an oil/water separation film. We believe that this strong nanocomposite hydrogel will promote the development of underwater superoleophobic hydrogels toward practical applications.