It is a great challenge for self‐healing materials to recover their mechanical property and surface hydrophobicity simultaneously after being damaged severely, such as deep and wide surface scratches. In this work, a series of hydrophobic films were prepared by mixing perfluoroalkyl‐loaded SiO2 nanoparticles with thermally self‐healing polyurethane. The Diels–Alder reaction of furan groups with bismaleimides endowed the polyurethane with self‐healing property, and the introduction of perfluoroalkyl chains gave surface hydrophobicity. When being heated, the low surface energy compounds could gradually move onto the surface to make the surface hydrophobicity recoverable. The self‐healing mechanical property and recoverable hydrophobicity would improve the durability and expand the application of polyurethane nanocomposites as self‐cleaning and self‐healing coatings/surfaces. © 2018 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2018, 135, 46421.