Carbon-based capsule nanomaterials were synthesised through gas-phase detonation using acetylene gas, oxygen, and pentacarbonyl iron. The resulting nanoparticles consisted of a thin layer of capsule-like amorphous carbon with a high specific surface area and strong adsorption capacity. The products exhibited good electromagnetic properties with good reflection loss and absorption capabilities in the frequency range 2–18 GHz. The effective response frequency band ranged from 10.12 to 11.30 GHz, and the reflection loss reached 10.94 dB at 10.96 GHz. The absorption mechanism was mainly owing to dielectric loss as no significant magnetic loss was observed. These nanomaterials have the potential to be used as a matrix for carrying other nanomaterials and for adjusting the impedance-matching of composite materials, thereby enhancing electromagnetic-wave absorption.