Nowadays, waste thermal energy represents a huge quantity of energy that, in most cases, is unfortunately dispersed rather than recovered. Although it is well known that its recovery could result in a considerable impact reduction of human activities on the environment, it is still a challenging issue. In view of this, absorption chillers and heat pumps, based on the use of porous materials capable of reversibly adsorbing and desorbing water vapor, can be considered among the preferred systems to recover waste thermal energy, especially at medium–low temperatures. This study deals with the preparation and performance of a new generation of advanced adsorbent materials specifically produced as coatings for water adsorption systems driven by low temperature heat sources (around 150 °C). The proposed coating consists of hybrid SAPO-34/polyacrilonitrile microfibers directly deposited on the surface to be coated by means of the electrospinning technique. Their zeolite morphology and concentrations, as well as their distribution over the polymeric microfibers, were key variables in achieving the best combination of adsorption properties and hydrothermal stability of the coating.