Lightweight absorbers with effective broad absorption and high thermal stability are highly desirable in the field of electromagnetic wave absorption. In this work, we introduce a facile carbon thermal shock method to prepare ZrO2/C composites using UIO 66 (Zr) as the precursor. The instant heating and cooling process ensures the uniform deposition of nano-sized ZrO2 (ca. 5–15 nm) on graphene, exhibiting an ultrahigh interfacial number density of ca. 1015 m−2 that favors polarization loss. Due to the synergetic effect of dielectric loss and impedance matching, the prepared ZrO2/graphene composites show tunable wide-microwave absorption performance by adjusting the heat temperature, and possess a wide absorption band covering the entire X and Ku band. Notably, the ZrO2/graphene composites show high thermal stability up to 1000 °C, which presents great potential for microwave absorption applications.