Poly(3,4-ethylenedioxythiophene):poly(styrene sulfonate) (PEDOT:PSS) has been fascinating material scientists for more than 30 years, but still has structural features and new properties to reveal. Mostly developed in thin films, it has been recently processed as a bulk porous material for new electronic applications. However, the formation and control of the porous structure remain to be understood in depth. We used a combination of X-ray scattering, cryo-electron microscopy and X-ray photon electron spectroscopy techniques to study the self-assembly mechanism of PEDOT:PSS in the dispersion, gel and dried states. We show that unique fibrils form a 3D fibrillar network upon acidification of the dispersion and that ice crystal growth modifies the structure into a honeycomb-like material. Control of the freezing rate (and freezing temperature) and directionality allowed us to produce anisotropic porous samples with tunable pore size. Finally, the impact of porosity on the charge and thermal transport properties were studied at the macroscale (porous bulk samples). A highly porous templated cryogel with a very low thermal conductivity (37 mW.m-1K.-1) and apparent electrical conductivity of few S.cm-1 was obtained. Preliminary measurements at the mesoscale (on a single pore wall) showed anisotropy of charge transport.