Pyrolytic prussian blue analogues (PBAs) are usually faced with serious agglomeration problem, which restrains their application in the field of microwave absorption to some extent. Given that polymer-based encapsulating layer is propitious for resolving the above issue, herein, with the assistance of polypyrrole (Ppy), a series of carbon-coated FeCoNi alloy nanoparticles (FeCoNi@C) spatially confined within hollow carbon nanoboxes (HCNB) are successfully fabricated using FeCoNi PBAs@Ppy with core–shell structure as the precursors. By quantitatively manipulating the thickness of Ppy encapsulating layer, it is found that there exists a competitive correlation between two kinds of forces with opposite directions under high-temperature inert atmosphere, eventually resulting in distinguishable differences in the configurations of derivatives. Specifically, if the thermal-induced inward contraction (FC) of the inner FeCoNi PBAs core is stronger than the heterointerface interaction (FI) provided by interfacial carbon layer derived from the outer Ppy shell, the derivative will exhibit yolk-shell microstructure, and otherwise, the architecture with hollow configuration can be created. When the thickness of Ppy encapsulating layer is optimized, the resultant yolk-shell sample with moderate Ppy-derived carbon content (ca. 32.6 wt%) delivers a broad maximum effective absorption bandwidth (EAB) value of 5.8 GHz and a desirable minimum reflection loss (RL) intensity of − 52.4 dB, which mainly benefit from its eligible impedance matching characteristic and the synergistic effect of dielectric and magnetic losses. It is believed that this work will enrich the pertinent researches about microwave absorbing materials (MAMs) with outstanding performance derived from polymer-encapsulated PBAs.