Adsorption heat pumps offer a clean, zero-emission technology for universally applicable cooling or heating utilizing water as a refrigerant and waste or renewable heat as driving energy instead of electricity. Despite their attractive environmentally friendly prospects, the broader application of such classes of heat pumps has not yet been possible, mainly because of the low power density of adsorption heat exchangers and the corresponding large size and high cost of the adsorption heat pumps. We report an inexpensive route for the fabrication of zeolite coatings with high adsorption power density based on the bottom-up assembly of colloids directed by magnetic and capillary forces. Such an assembly process relies on the chaining of oil droplets under an external magnetic field during deposition of the coating, followed by the formation of a percolating network of bridged adsorbent particles upon drying. This results in vertically open channels and thermal bridges that facilitate directed mass and heat transport across the structured zeolite coating during sorption cycles. By reaching up to 3.3-fold higher performance than their unstructured counterparts using readily available zeolite as an adsorbent material, the architectured coatings produced through this facile, upscalable approach hold great potential for next-generation adsorption heat pumps.