The ventral scales of many snake species are decorated with oriented micro‐fibril structures featuring nano‐steps to achieve anisotropic friction for efficient locomotion. Here, a nano‐stepped surface with tunable frictional anisotropy inspired by this natural structure is presented. It is fabricated by replicating the micro‐fibril structure of the ventral scales of the Chinese cobra (Naja atra) into a thermo‐responsive shape‐memory polymer via hot embossing. The resulting smart surface transfers from a flat topography to a predefined structure of nano‐steps upon heating. During this recovery process, the nano‐steps grow out of the surfaces resulting in a surface with frictional anisotropy, which is characterized in situ by an atomic force microscopy. The desired frictional anisotropy can be customized by stopping the heating process before full recovery. The nano‐stepped surface is employed for the unidirectional transport of microscale particles through small random vibrations. Due to the frictional anisotropy, the microspheres drift unidirectionally (down the nano‐steps). Finally, dry self‐cleaning is demonstrated by the transportation of a pile of microparticles.