Sorption‐based atmospheric water harvesting (SAWH) shows great promise to mitigate the worldwide water scarcity, especially in the arid regions. Salt‐based composite materials are the extensively used sorbents for SAWH, however, they suffer from complex preparation to avoid salt leakage. Furthermore, the significant amount of heat produced during water harvesting process is often neglected and wasted. Herein, an integrated strategy is developed to synthesis salt‐based stable super moisture‐sorbent sponge by using the chelation of LiCl and dopamine (DA), and the simultaneous polymerization of DA on melamine sponge (PMS). The as‐prepared LiCl/PMS/CNTs showed high water uptake, reaching 1.26 and 1.81 g g−1 at 15% and 30% RH, respectively, and no salt leakage is observed during the water absorption process. Remarkable daily water production of 3.47 kg kg−1 day−1 in an arid environment (30% RH) is achieved. Moreover, a dual‐function system is successfully constructed by combining the LiCl/PMS/CNTs with a thermoelectric module to fully utilize the heat generated from the SAWH process, which can realize the simultaneous production of fresh water and electricity. The maximum output power density is up to 35.4 and 454.4 mW m−2 during the water absorption and desorption process, respectively.