Methods allow the enhancement of nanofibers via self‐assembly are potentially important for new disciplines with many advantages, including multi‐anchor interaction, intrinsic mechanical properties and versatility. Herein, a microfluidic‐assisted self‐assembly process to construct hydroxyl functionalized boron nitride nanosheets (OH−BNNS)/graphene oxide (GO)/thermoplastic polyurethane (TPU) composite nanofiber film, in which stable and precisely controlled self‐assembly is fulfilled by the confined ultra‐small‐volume chip is demonstrated. Multiple fine structural analyses alongside with the density‐functional theory (DFT) calculations are implemented to confirm the synergistic effect of noncovalent interactions (hydrogen bonding interaction, π – π stacking interaction, and van der Waals attraction) plays a critical role in the robust micro‐structure and a massive 700% enhancement of mechanical strength via adding only 0.3 wt% OH−BNNS and GO. Importantly, profiled from broadband optical absorption ability, robust mechanical properties and outstanding flexibility, the self‐assembled 3D OH−BNNS/GO/TPU nanofiber film reveals an adorable evaporation rate of 4.04 kg m−2 h−1 under one sun illumination with stable energy transfer efficiency (93.2%) by accompanying hydrogen bonding interaction. This microfluidic‐assisted self‐assembly strategy will provide a constructive entry point for the rational design of nanofibers and beyond.