Caterpillar-like hierarchical structured Cu/Ni-Co coatings were fabricated by a simple two-step method of combined electroless and electrodeposition. Both contact angles and sliding angles were measured to investigate the hydrophobicity after stearic acid modification. The results revealed the contact angle was as high as 165.5 degrees(super-hydrophobic), while the sliding angle was only 3.5 degrees, which makes it very promising as self-cleaning material. Wetting transition from slippery hydrophobicity to sticky hydrophobicity happened upon heat treatment. The scanning electron microscopy (SEM) analysis disclosed the morphology change of the hierarchical structure during the heat treatment leading to the wetting state transition. Different models of wetting states were raised and calculated to provide further confirmation of the transition. The contact angle remained larger than 156 when the pH value ranged from 1 to 14 and the heat-treatment temperaturd was from 100 to 250 degrees C. Such hierarchical micronanostructure and its special hydrophobicity are expected to have practical application in industry.