Footwear is made by a process which creates a draining structure in the footwear. The footwear includes an insole that has conical through holes formed in the top and bottom sides of the insole such that the holes gradually reduce from the top side toward the bottom side. The insole is made by preparing a molten foam material and then using a hydraulic press-controlled mold to mold the molten foam material into a blank insole having a plurality of conical blind holes. Part of the blank insole is then removed to open the conical blind holes by means of the application of a cutting process, a grinding process or a punching process. An outsole is bonded to the bottom side of the insole and has a plurality of drain grooves in communication with the conical through holes for guiding water out of the insole and the outsole. An upper is provided at the top side of the insole for securing the shoe to the user's foot.