A composite material with a high potential for absorbing electromagnetic waves (EMW) was obtained by selecting poly (vinylidene fluoride) (PVDF) as the matrix, MXene as the conductive filler, and cobalt ferrite (CoFe2O4) as the magnetic filler. A layer-by-layer assembly strategy involved hot pressing and sequential blade coating, followed by vapor-induced phase separation, was used to implement the preparation of PVDF/MXene/CoFe2O4 (PMC) composites. The process facilitates the formation of a well-organized multilayer porous framework, providing a gradient of positive conductivity, negative magnetism, and porosity within the composites. Incorporating distinct multilayer, porous, and gradient structures into a single composite led to exceptional impedance matching (Z), with an area percentage of up to 8.4 % in the optimal range of 0.8 to 1.2. Furthermore, the multiple interfaces formed by the various components, multilayer structure, and porous configuration significantly enhanced the EMW attenuation capability, with the attenuation constant reaching as high as 274. Consequently, the PMC composite demonstrated outstanding performance with a minimal reflection loss (RLmin) of −56.5 dB, a specific RLmin of 23.5 dB/mm, and the broadest effective absorption bandwidth of 3.2 GHz. The combination of the competitive EMW absorption capability, low density, flexibility, adequate tensile strength, and amphiphilic Janus surface may significantly broaden the application scenarios of PMC composites.