Developing high-performance microwave absorption (MA) materials becomes an urgent concern in the field of electromagnetic protection. Constructing porous framework is an efficient approach to MA owing to the abilities of adjusting impedance matching and providing more reflection and scattering paths for electromagnetic waves. Herein, a cellulose nanofibril (CNF)/honeycomb-like carbon-shell encapsulated FeCoNi@C/carbon nanotube (CNT) composite aerogel was fabricated via a facile freeze-drying method. The super-lightweight composites showed a distinctive gradient structure for reflection and scattering inside aerogel pores, micrometer small pores, and nano-fillers on the pore walls. The composite aerogel showed an ideal minimum reflection loss (RLmin) of −43.6 dB and remarkable adjustable effective absorption bandwidth (EAB) of 12.18 GHz due to good impedance matching, unique gradient porous structure, and synergies of multiple loss mechanisms. Therefore, this work will provide a viable strategy to improve the MA capability of absorbers by taking full advantage of constructing gradient reflection and scattering porous structure.