In this work, a series of alumina coating reduced graphene oxide (RGO@Al2O3) composites with core-shell structure was synthesized by the atomic layer deposition (ALD) method. The alumina (Al2O3) thickness of the RGO@Al2O3 could be controlled by changing the number of ALD cycles. The microstructure, high-temperature resistance, and microwave absorbing properties of the composites were investigated in detail. The composite could provide excellent high-temperature resistance and microwave absorbing properties. The composite started decomposition at 620 °C. The maximum reflection loss value of the composite obtained by applying 200 Al2O3 deposition cycles is −14.2 dB at 15.7 GHz, and its effective absorption bandwidth reaches 5.0 GHz (13.0–18.0 GHz). The results show that the RGO@Al2O3 composite has the potential application in high-temperature microwave absorbing fields, due to excellent high-temperature resistance, reflection loss, and effective absorption bandwidth.