The conductive polymer composites (CPC) with elevated levels of conductivity typically exhibit enhanced electromagnetic interference shielding effectiveness (EMI SE), however, this enhancement is often paralleled by an augmented risk of secondary electromagnetic (EM) pollution, attributable to the increased EM reflection. Developing a facile method to construct an eco-friendly CPC for EMI shielding that simultaneously exhibits low reflection and high shielding performance remains a promising yet challenging pursuit. Moreover, excellent shielding materials should possess exceptional thermal management capabilities to protect individuals or equipment under extreme conditions. Herein, we have engineered the MXene/polyurethane (MXene/PU) sponge (MPS) modules characterized by the hierarchical porous structure. Through the strategic modular combination of impedance-matching and impedance-mismatching modules tailored for different application contexts, the customizable gradient MXene/PU sponge (GMPS) facilitates achieving a balance of exceptional average EMI SE (44.6 dB), a low reflection coefficient (R=0.18), and superior photo/electrothermal conversion capability. Furthermore, both experimental results and finite element analyses are adopted to explore the effect of the arrangement order of GMPS on EMI shielding performance. Leveraging the green, health-conscious, and flexibly customizable approach, it manifests tremendous potential across various areas, including intelligent residences and multifunctional integrated systems.