An open-porous protein sponge with mixed wettability is presented made entirely from whey proteins and with promising applications in biomedicine, pharmaceutical, and food industry. The fabrication relies on an additive-free, clean and scalable process consisting of foaming followed by controlled microwave-convection drying. Volumetric heating throughout the matrix induced by microwaves causes fast expansion and elongation of the foam bubbles, retards crust formation and promotes early protein denaturation. These effects counteract collapse and shrinkage typically encountered in convection drying of foams. The interplay of high protein content, tailored gas incorporation and controlled drying result in a dried structure with dual-scale porosity composed of open macroscopic elongated foam bubbles and microscopic pores in the surrounding solid lamellae induced by water evaporation. Due to the insolubility and mixed wettability of the denatured protein network, polar and non-polar liquids are rapidly absorbed into the interconnected capillary system of the sponge without disintegrating. While non-watery liquids penetrate the pores by capillary suction, water diffuses also into the stiff protein matrix, inducing swelling and softening. Consequently, the water-filled soft sponge can be emptied by compression and re-absorbs any wetting liquid into the free capillary space. © 2021 by the authors.