This research is a follow-up to our recent discovery of a facile strategy for directly converting lignin powder into carbon foam. In this work, we report that the thermal pretreatment parameters in air can remarkably influence the formation and properties of the derived carbon foam. Thermal pretreatment parameters (heating rate, temperature, and residence time) were systematically investigated and a conversion mechanism into carbon foam was proposed. During the thermal pretreatment, relatively low temperatures, low heating rates, and short residence time hindered the formation of smooth and well-connected structures in the carbon foam. The overall product yields were similar regardless of the thermal pretreatment conditions. The densities of the different carbon foams ranged 0.27–0.83 g∙cm⁻³. The carbon foams with the highest compressive strengths (> 10 MPa) were KLPC280-2-5, KLPC300-0-5, and KLPC300-2-2.5. KLPC280-2-5 exhibited a high iodine sorption value (182 mg∙g⁻¹). KLPC300-2-5 exhibited a specific capacitance of 158 F∙g⁻¹ at a current density of 0.05 A∙g⁻¹. The maximum evaporation rates in the solar vapor generation experiments were 1.05 and 1.38 kg∙m⁻²∙h⁻¹ under 100 and 150 mW∙cm⁻² irradiation, respectively. The good performances are attributed to the robust, porous, and continuous structure.