Highly cross-linked poly(divinylbenzene) (PDVB) spherical colloidal particles with nano-, submicron-, and micron-sizes of 157.2 nm, 602.1 nm, and 5.1 μm were synthesized through emulsion and dispersion polymerization methods. The influences of particle size on the surface morphology, roughness, superhydrophobicity, and critical cracking thickness of colloidal films were studied in detail. The results show that PDVB colloidal films possess large water contact angle (CA) over 151°, belonging to superhydrophobic materials. Moreover, it is interesting to observe that the highly cross-linked network structure leads to PDVB film's excellent heat-resistance. The CA and rough surface morphology remain nearly unchanged after thermal-treatment of films at 150 °C for 24 h. In addition, no cracks were observed in films with thicknesses up to 8.1 μm, exceeding most of polymer and inorganic particle films reported in the literature. The simple and scalable preparation method, low-cost, superhydrophobicity, and excellent thermal stability endow the PDVB colloidal films with promising applications in advanced coating fields, especially when employed in the high-temperature service environment.