Magnetite (Fe <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">3</sub> O <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">4</sub> ) nanoparticles (NPs) of diameter 100 nm and nano-hollow spheres (NHSs) of diameter 100, 185, 250, 350, and 725 nm have been synthesized by a facile one-step template-free solvothermal technique. Silica (SiO <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sub> ) coating on their surface has been carried out following the Stöber method. X-ray diffraction and high-resolution transmission electron microscope images confirmed the phase and morphology of the nanostructures (NSs). Furthermore, we have investigated the terahertz (THz) wave absorption properties of SiO <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sub> @Fe <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">3</sub> O <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">4</sub> shell/shell NSs in the frequency range of 0.9-2.0 THz. Detailed morphology and size-dependent THz absorption study proves that these particles can be very useful as electromagnetic shielding devices.