Cellular foams are widely applied as protective and energy absorption materials in both civil and military fields. A facile and simple one-step heating method to fabricate polymeric foams is measured by adopting thermally expandable microspheres (TEMs). The ideal foaming parameters for various density foams were determined. Moreover, a mechanical testing machine and split Hopkinson bar (SHPB) were utilized to explore the quasi-static and dynamic compressive properties. Results showed that the cell sizes of the as-prepared TEMs foams were in the micrometer range of 11 μm to 20 μm with a uniform cell size distribution. All the foams exhibited good compressive behavior under both quasi-static and high strain rate conditions, and were related to both foam densities and strain rates. The compressive strength of the TEMs foams at 8400 s?1 was up to 4 times higher than that at 10?4 s?1. The effects exerted by the strain rate and sample density were evaluated by a power law equation. With increasing density, the strain rate effect was more prominent. At quasistatic strain rates below 3000 s?1 regime, initial cell wall buckling and subsequent cellular structure flattening were the main failure mechanisms. However, in the high strain rate (HSR) regime (above 5000 s?1), the foams were split into pieces by the following transverse inertia force.