Microwave absorbing materials with excellent electromagnetic wave attenuation have been applied to address electromagnetic pollution. In this work, bimetallic CoFe-MOF@Ti3C2Tx MXene derived multiple-interfacial composites with controllable structures were prepared via solvothermal, electrostatic self-assembly and thermal treatment. The morphology conversion, phase compositions, defects quantity were achieved by the thermal treatment temperature. The synthesized core-shelled CoFe/C@TiO2/C composite exhibits excellent microwave absorption properties. The minimum reflection loss values at different absorber thicknesses can reach −20 dB within 1.6–5.0 mm and the effective absorption bandwidth can reach 6.1 GHz with an absorber thickness of only 2.0 mm. The corresponding electric loss, magnetic loss and impedance matching have also been studied to explore the electromagnetic wave attenuation mechanisms. This work lays a good foundation of MOF and MXene composites derivatives as microwave absorber and opens up a way for the design of the high-performance Microwave absorbing materials.