Because of the increasing scarcity of water resources, the desalination of seawater by photothermal evaporation with harvested solar energy has gradually become a popular research topic. The interconnected macroporous cryogel prepared from polymerization and crosslinking below the freezing temperature of the reactant solution has an excellent performance in photothermal water evaporation after loading photothermal materials. In this study, polyacrylamide (PAM) cryogels were prepared by cryo-polymerization and sulfonated in an alkaline solution containing formaldehyde and Na2SO3. Importantly, the evaporation enthalpy of water in sulfonated PAM cryogel was reduced to 1187 J·g−1due to the introduction of sulfonate groups into PAM, which was beneficial to increase the photothermal evaporation rate and efficiency. The sulfonated PAM cryogels loaded with polypyrrole and the umbrella-shaped melamine foam substrate were combined to form a photothermal evaporation device, and the evaporation rate was as high as 2.50 kg·m−2·h−1under one-sun radiation. Meanwhile, the evaporation rate reached 2.09 kg·m−2·h−1in the 14 wt% high-concentration saline solution, and no salt crystals appeared on the surface of the cryogel after 5 h of photothermal evaporation. Therefore, it was evidenced that the presence of sulfonate groups not only reduced the evaporation enthalpy of water but also prevented salting-out from blocking the water delivery channel during photothermal evaporation, with a sufficiently high evaporation rate, providing a reliable idea of matrix modification for the design of high-efficiency photothermal evaporation materials.