The prosperity of wearable and microelectronic devices tremendously facilitates to exploit thin and flexible composite films with multifunction. Free-standing MXene films have aroused considerable interest in the fields of electromagnetic interference (EMI) shielding and thermal management because of brilliant electrical conductivity, distinctive layered architecture and remarkable localized surface plasmon resonance effect. Nevertheless, the inferior mechanical strength and potential performance degradation in humid environments seriously constrain their practical applications. In this regard, robust and multifunctional CoNi-MOF-74 derived magnetic carbon/cellulose nanofibers (CNF)-MXene/CNF composite films with Janus architecture were successfully constructed via two-step vacuum-assisted filtration technology. The rational arrangement of functional fillers effectively improves the impedance matching, promoting the incident electromagnetic waves to enter the films for consumption. Constructing double-layered structure could induce the generation of “absorption-reflection-reabsorption” dissipation manner, dramatically enhancing EMI shielding performance. The bi-layered magnetic carbon/CNF-MXene/CNF composite membranes (0.1 mm in thickness) realize a fascinating EMI shielding effectiveness of 68.86 dB and a superior absorption efficiency of 58.82 dB. Meanwhile, the brilliant conductivity and significant localized surface plasmon resonance effect of MXene/CNF layer endow the composite films with excellent electrothermal/photothermal conversion capability, greatly broadening application prospects. The steady temperature of the composite films is as high as 112.9 °C within 10 s under the low driven voltage of 3.0 V and the saturation temperature reaches up to 154.2 °C within 15 s at the light intensity of 1500 W/m2, respectively. Moreover, the plentiful hydrogen bonding interaction and compact interfacial combination jointly enable the composite films to possess robust mechanical flexibility, satisfying the demands in practice. This work supplies a prospective guidance for preparing flexible and multifunctional composite films with Janus architecture, revealing great application potential in wearable and microelectronic devices even under harsh conditions.