Paraffin wax emulsions have gained immense attention as a cheap, environment-friendly, and aroma-free material for preparing superhydrophobic coatings. In this work, paraffin wax (PWs) capsules consisting of hydrophobic silica nanoparticles were used for coating desert sand. Different types of the hydrophobic silica nanoparticles, modified with new oleylamino- and oleylamide silane precursors, were prepared in the presence and absence of paraffin waxes. The particle sizes, surface charges, thermal stability, surface morphologies, and wetting characteristics of these nanoparticles were investigated. The combination of these superhydrophobic silica nanoparticles and desert sand, showed excellent water repellency; stable water droplets remained on the sand surface, without any wetting or permeation. Furthermore, the mixing of the superhydrophobic sand with untreated sand (mixing ratio 1:10 wt %), with a thickness of 2 cm, sustained a great water-holding capacity with a water column height of 35 cm. The good thermal stability of the PWs capsules containing hydrophobic silica nanoparticles, along with their good water-holding capacity, make them potential candidates for developing superhydrophobic sand for desert water storage and transportation.