Although penguins live in the world's coldest environment, frost and ice are seldom found on their feathers. That is to say, their feathers exhibit excellent antifrosting or anti-icing properties. We found that their air-infused microscale and nanoscale hierarchical rough structures endow the body feathers of penguins Spheniscus humboldti with hydrophobicity (water CA ≈ 147°) and antiadhesion characteristics (water adhesive force ≈ 23.4 μN), even for supercooled water microdroplets. A polyimide nanofiber membrane with novel microstructures was prepared on an asymmetric electrode by electrospinning, acting as an artificial replica of a penguin's body feather. The unique microstructure of the polyimide nanofiber membrane results in a density gradient of the surface chemical substance, which is crucial to the formation of gradient changes of the contact angle and adhesive force. With decrease of the density of the surface chemical substance (i.e., with increase of the distance between adjacent fibers), the static water contact angles decreased from ∼154° to ∼105° and the water adhesion forces increased from 37 to 102 μN. Polyimide nanofibers pin a few supercooled water microdroplets. By increasing the distance of adjacent polyimide fibers, coalescence between the pinned water microdroplets was prevented. The polyimide fiber membrane achieved icephobicity.