Porous conductive polymers are one of important materials, featuring lightweight, large specific surface area and high porosity. Non-solvent induced phase separation is widely employed to prepare porous polymer sheet materials. Through utilizing water vapor in ambient environment as the non-solvent, a facile approach was developed to produce porous conductive polymer nanocomposites using the conventional solution-casting method. Without using any non-solvent liquids, porous carbon nanofiber/thermoplastic polyurethane (CNF/TPU) nanocomposites were prepared directly by solution casting of their dimethylformamide (DMF) solutions under ambient conditions. The strength of the CNF framework played a key role in preventing the collapse of pores during DMF evaporation. The dependence of porous structures on CNF loading was studied by scanning electron microscopy and porosity measurement. The influence of CNF loading on the mechanical properties, electrical conductivity and piezoresistive behavior was explored.