Phytic acid doped polypyrrole (PPy) as a mediating layer was in-situ coated on cotton fibers (CFs) to promote the growth of Prussian blue (PB) and construct the PB/PPy@CFs composite. The results showed that the proper amounts of PA doped PPy in-situ generated significantly promoted the growth of PB on CFs, the PB deposition ratio increased from 12.29% (PB@CFs) to 32.4% (PB/PPy@CFs), and the growth of PB on PPy@CFs could be completed in 4 h. Scanning electron microscopy (SEM) showed that the PB particles with perfect nano cubic structure were formed in the composite. X-ray diffraction (XRD), Fourier transform infrared spectroscopy (FTIR), and X-ray photoelectron spectroscopy (XPS) showed that both PB and PPy were successfully deposited on CFs. The PB/PPy@CFs composite had excellent light absorption, hydrophilicity, wettability, and photothermal property, and the surface could be heated up to 81.5 °C under one sun illumination. The PB/PPy@CFs composite as a photothermal conversion material was used for solar-driven interfacial water evaporation, the water evaporation rate was 1.36 kg·m−2·h−1 at the optical concentration of 1 kW·m2, and the corresponding photothermal conversion efficiency increased from 81.69% (PB@CFs) to 90.96% (PB/PPy@CFs).