Solar thermoelectric generators (STEGs) based on phase change materials (PCMs) are an emerging advanced technology to collect and utilize solar energy. However, it is still challenging for photo-driven PCMs to make use of the huge amount of solar energy in oceans due to their limited shape stability and stability underwater. Herein, dual-supporting super-flexible PCMs (SFPCMs) comprising a natural rubber (NR) continuous network and island-like dispersed paraffin wax (PW) microcapsules were developed. The interaction between the NR matrix and phase change microcapsules (PCMCs) was further improved by incorporating a small amount of MXene to enhance the photo-absorption ability, mechanical performance, and thermal conductivity of the composite PCMs. In addition to excellent stretchability and compressibility, this dual-supporting structure consisting of a continuous NR network and encapsulated polyurethane (PU) shell endowed SFPCMs with unprecedented leakage resistance and underwater stability, even in various harsh environments. More impressively, a proof-of-concept STEG based on SFPCMs with a photothermal conversion efficiency of up to 92% was proposed, exhibiting excellent cycling output stability in a simulated ocean environment with an output voltage of 410 mV. This work expands the application potential of photo-driven PCMs to efficiently harvest solar energy from the ocean environment.