Nanocomposite foam with a large expansion ratio and thin cell walls is promising for electromagnetic interference (EMI) shielding materials, due to the low electromagnetic (EM) reflection and high EM absorption. To overcome the dimensional limitation from two-dimension (2D) thin walls on the construction of conductive network, a strategy combining hybrid conductive nanofillers in semi-crystalline matrix together with supercritical CO2 (scCO2) foaming was applied: (1) one-dimension (1D) CNTs with moderate aspect ratio was used to minimize the dimensional confinement from 2D thin walls while constructing the main EM absorbing network; (2) zero-dimension (0D) carbon black (CB) with no dimensional confinement was used to connect the separated CNTs in thin walls and to expand the EM absorbing network; (3) scCO2 foaming was applied to obtain a cellular structure with multi-layer thin walls and a large amount of air cells to reduce the reflected EM; (4) semi-crystalline polymer was selected so that the rheological behavior could be adjusted by optimizing crystallization and filler content to regulate the cellular structure. Consequently, an advanced material featured as lightweight, high EM absorption and low EM reflection was obtained at 0.48 vol.% hybrid nanofillers and a density of 0.067 g/cm3, whose specific EMI shielding performance was 183 dB cm3/g.