Ultrafine fibre assemblies have been proved to be desirable in many applications, including environmental protection, energy conversion, tissue engineering, etc. However, the positive correlation between the fibre diameter and pore size confines most of these fibre assemblies to two-dimensional (2D) structures, while existing solutions for this problem suffer from limitations in that the fabrication processes are complicated and the resultant three-dimensional (3D) structures are vulnerable to external forces. Herein, we report a continuous and versatile strategy for fabricating 3D ultrafine fibre assemblies with a double-porous feature. The primary pores refer to the abundant inter-fibre macropores, and the secondary pores are the numerous nanopores in individual fibres. Through simply combining a binary solvent system with a humidification setup, these hierarchical pores can be simultaneously generated on fibres based on a variety of negatively charged polymers. A subsequent vapor bonding process makes the porous structure stable, thereby endowing the 3D fibre assembly with an ultralow density of 9.5 mg cm-3 (which is even comparable to the reported density of fibre-based aerogels), good structural integrity (plastic deformation = 38.2% after 100 loading-unloading fatigue cycles), and improved oil-water separation (water flux = 334.38 L m-2 h-1) and air filtration performances (above 35% overall improvement against 2D assemblies). More attractively, the entire fabrication process is based on an online strategy that requires neither sophisticated equipment nor a tedious procedure, making us believe its great technological promise towards the large scale production of 3D ultrafine fibre assemblies with high porosity, ultralow density and excellent structural integrity.