Cooling assemblies and power electronics modules having multiple-level porosity structures with both a micro- and macro-level porosity are disclosed. In one embodiment, a cooling assembly includes a jet impingement assembly including a fluid inlet channel fluidly coupled an array of orifices provided in a jet plate, and a heat transfer substrate having a surface. The heat transfer substrate is spaced apart from the jet plate. A first array of metal fibers is bonded to the surface of the heat transfer substrate in a first direction, and a second array of metal fibers is bonded to the first array of metal fibers in a second direction. Each metal fiber of the first array of metal fibers and the second array of metal fibers includes a plurality of metal particles defining a micro-porosity. The first array of metal fibers and the second array of metal fibers define a macro-porosity.