Structural engineering and component design are crucial for conceiving outstanding metal-organic frameworks (MOFs)-based electromagnetic wave (EMW) absorption materials. However, an efficient and direct clarification of the structural influences on the EMW absorption performance of MOF-based absorption materials remains highly challenging and still awaits exploration. To this end, we synthesized a new type of rare earth (RE) MOFs with hexagonal-bipyramidal, snowflake-like, and dendritic structures through facilely controlling the solvent ratios in a scalable coprecipitation approach. The MOF-derived CeO2/Co/C hybrids with the same component content inheriting the morphological structures showcased tunable dielectric property and EMW absorption performance. The dendritic MOF derivatives with the highest anisotropy achieved a superior EMW absorption performance, manifesting a minimum reflection loss value of −71.5 dB at 1.7 mm and an effective absorption bandwidth of 5.2 GHz at 1.6 mm thickness, comparable to those of the best EMW absorbers. This work not only confirmed the high potential of RE MOF derivatives for EMW absorption, but also directly and efficiently unveiled the mechanism of morphological structure on the dielectric property and EMW absorption performance for the MOF-based EMW absorption material.