Particulate matter (PM) has taken heavy tolls on the global economy and public health, calling for air filters that can remove PM from high‐temperature emission sources. However, creating desirable filter media capable of capturing polydisperse fine particles (PFPs) effectively and enduringly, while also withstanding high speed airstream, is extremely challenging. Here, a biomimetic and bottom‐up strategy to prepare superelastic, strong, and thermostable nanofibrous aerogels (NFAs) as cascade filters by assembling semi‐interpenetrating polymer network (semi‐IPN)‐based nanofibers into a gradient architecture is reported. Inspired by the robust loofah sponges originating from stiff cellulose networks, the mechanical property of NFAs is enhanced via tailoring the chain flexibility of heat‐resistant semi‐IPNs. Further constructing a gradient cellular architecture endows NFAs with a versatile cascade filtration behavior for capturing polydisperse fine particles. The resultant semi‐IPN‐based gradient NFAs exhibit temperature‐invariant superelasticity, a high compressive stress (7.9 kPa) and modulus (12 kPa), high filtration efficiency (>99.97%, PM0.3), low pressure drop (≈50% that of membranes), and ultrahigh dust‐holding capacity (114 g m−2). The fabrication of this attractive material paves the way for designing next‐generation air filters for industrial dust removal.