Nowadays, the contradictions between ideal fire resistance and adequate surface functionality are increasingly highlighted for conventional coatings of steel structures in actual applications. In this context, the introduction of multifunctional coatings has become one of the effective and practical avenues to solve the crucial problem of steel materials. In this paper, superhydrophobic coatings inspired by nature were successfully prepared on steel structures by a simple one-step spraying method, which consisted of a mixture of silicone resin (SR), poly(dimethylsiloxane) (PDMS), diatomaceous earth (DE), titanium dioxide (TiO2), and modified ammonium polyphosphate (MAPP). The results showed that a static water contact angle (WCA) of 157.5° and a water sliding angle (WSA) of 5° were achieved by the as-prepared coatings with good water repellency and self-cleaning ability. Most importantly, the minimum backside temperature of the coated steel structures was decreased to 287 °C during the fire impact tests. Compared with neat EP/PDMS, the peak-to-heat release rate (PHRR) and total heat release rate (THR) were significantly reduced to 26.7 and 26.1%, respectively, indicating that the as-prepared coatings possessed excellent passive fire-resistant capacity. The synergistic effect of fillers in the condensed phase occupied a dominant position in promoting high-quality char layers. Surprisingly, coatings with good robustness could be further endowed with adequate corrosion resistance and oil/water separation ability. Therefore, this work provided a viable and effective strategy for tackling the surface functionality problem of materials, which could extend the application scope of superhydrophobic coatings in more fields.