To manufacture the hygroscopic sheets available for functional application, superfine down powder (SDP) and stearic acid modified superfine down powder (MSDP) were, respectively, blended and extruded with polypropylene (PP) to produce composite pellets, and the extruded pellets were hot-pressed into composite sheets. The chemical reaction between SDP and stearic acid was characterized using the attenuated total reflection attachment on the Fourier transform infrared. PP/MSDP composites showed more uniform powder dispersion in PP matrix, higher compatibility, and better mechanical properties than that of PP/SDP composites, which showed an evident decrease in tensile strength and elongation at break compared with pure PP. It was worth noting that the Young's modulus of PP/SDP composites was higher than that of pure PP, but lower than that of PP/MSDP composites. The addition of SDP led to a large increase in water absorption of PP/SDP composites. However, the water absorption of PP/MSDP composites decreased slightly compared with that of PP/SDP composites. Furthermore, the effects of SDP and MSDP on the microstructural and thermal properties of different composites were also investigated, respectively.