Absorbent structures for CO2 capture include a honeycomb substrate having partition walls that extend through the honeycomb substrate. The partition walls have channel surfaces that define a plurality of individual channels including a plurality of reaction channels and a plurality of heat-exchange channels. The reaction channels and the heat-exchange channels are arranged such that individual reaction channels are in thermal communication with individual heat-exchange channels. Surfaces of the reaction channels surfaces include a sorbent material, and surfaces of the heat-exchange channels include a coating layer. The coating layer includes a water-impermeable layer formed from a polymer material. The polymer material of the water-impermeable layer does not substantially penetrate into the sorbent material of the partition walls or of the reaction-channel surfaces. Methods for forming the absorbent structures include coating the surfaces of the heat-exchange channels with the polymer material using a liquid composition such as an aqueous polymer emulsion.