Yungang Grottoes in Shanxi, China, which represent outstanding example of Chinese outdoor immovable stone artifacts, are precious world cultural heritage. In the present study, the preparation and assessment of superhydrophobic hybrid coatings with photocatalytic activity on the sandstone substrate collected from Yungang were explored preliminarily. The protection efficiency of coating is investigated by measuring the water-stone contact angles, water vapor permeability, water absorption, and resistance to acid and salt corrosion. Results show that the superhydrophobic organic-inorganic hybrid coatings with photocatalytic and self-cleaning properties are highly suitable for the conservation of stone monuments.