As a common high-performance wave absorber, the application prospect of nano-Fe3O4 in cementitious materials is limited due to its defects such as easy agglomeration and possible hydration reaction with cement clinker. In this study, self-healing and wave-absorbing functional coupling materials were synthesized by nano-Fe3O4 hybridized microcapsules. The physical and chemical properties of nano-Fe3O4 hybridized microcapsules were characterized by ESEM (Environmental scanning electron microscopy), XRD (X-ray diffractometer) and FTIR (Fourier transform infrared spectrum), etc. The self-healing properties of microcapsules were assessed. The electromagnetic parameters of microcapsules were measured, and the wave-absorbing performance of microcapsules with different matching thicknesses was assessed. The function coupling mechanism of self-healing and wave-absorbing of microcapsules hybridized by nano-Fe3O4 was revealed. The findings revealed that the residual weights of FM0 and FM40 were 1.28 % and 16.44 %, respectively. The hybrid microcapsules demonstrated the amorphous structure of self-healing microcapsules and the crystal structure characteristics of nano-Fe3O4. The highest strength healing rate of cement mortar mixed with microcapsules was 34.2 %. The minimum reflection loss and the corresponding effective bandwidth of the nano-Fe3O4 hybridized microcapsules with a thickness of 3 mm were −20.32 dB and 7.07 GHz, respectively. The nano-Fe3O4 hybridized microcapsules with core–shell structure exhibit excellent wave-absorbing performance through the functional coupling of dielectric loss and magnetic loss.