Self-reinforcement of polymer foams by cellular structure manipulation is a cost-effective approach to boost the performance and extend the applicable fields of the foams. Herein, thermoplastic polyurethane (TPU) foams with special wrinkly structures were fabricated via a gas cooling assisted scCO2foaming process which employed a CO2flow to rapidly reduce the temperature of the foam and trigger the release of intramolecular stress in the form of macroscopic distortion via the formation of wrinkles on the cell surface. The wrinkly structure could be regulated in the range of 1.61 to 2.16 μm by the key processing parameters, including foaming temperature (T), foaming pressure (P), waiting time (Δt), and temperature drop (ΔT). The wrinkled foams demonstrated superior compressive properties, recoverability, and energy absorption in cyclic compression tests compared with conventional foams with the same cell size. The wrinkled foam with a wrinkle wavelength of 1.77 μm achieved 153.0%, 2.83%, and 99.0% improvement in compressive modulus, recovery rate, and energy absorption, respectively. It also displayed a low energy loss coefficient of 3.50% which was only 31.48% of that of the conventional foam. This work provides a feasible approach to realize the self-reinforcement of TPU foams by creating wrinkly structures on the cell surface, and extends potential applications of wrinkled TPU foams in cushioning and buffering.