Tunable density, thermally and mechanically stable, elastic, and thermally insulating sponges are required for demanding applications. Hierarchically structured sponges with bimodal interconnected pores, porosity more than 99%, and tunable densities (between 7.6 and 10.1 mg/cm3) are reported using polyimide (PI) as high temperature stable polymer. The sponges are made by freeze-drying a dispersion of short PI fibers and precursor polymer, poly(amic acid) (PAA). The concept of "self-gluing" the fibrous network skeleton of PI during sponge formation was applied to achieve mechanical stability without sacrificing the thermal properties. The sponges showed initial degradation above 400 and 500 °C in air and nitrogen, respectively. They have low thermal conductivity of 0.026 W/mK and thermal diffusivity of 1.009 mm2/s for a density of 10.1 mg/cm3. The sponges are compressible for at least 10 000 cycles and good thermal insulators even at high compressions. These fibrous PI sponges are promising candidates for potential applications in thermal insulation, lightweight construction, high-temperature filtration, sensors, and catalyst carrier for high-temperature reactions.