With the widespread application of highly integrated electronic devices, the urgent development of multifunctional polymer-based composite materials with high electromagnetic interference shielding effectiveness (EMI SE) and thermal conductivity capabilities is critically essential. Herein, a graphene/carbon felt/polyimide (GCF/PI) composite is prepared through constructing 3D van der Waals heterostructure by heating carbon felt and graphene at high temperature. The GCF-3/PI composite exhibits the highest through-plane thermal conductivity with 1.31 W·m-1·K-1, when the content of carbon felt and graphene is 14.1 and 1.4 wt.%, respectively. The GCF-3/PI composite material achieves a thermal conductivity that surpasses pure PI by 4.9 times. Additionally, GCF-3/PI composite shows an outstanding EMI SE of 69.4dB compared to 33.1dB for CF/PI at 12GHz. The 3D van der Waals heterostructure constructed by carbon felt and graphene sheets is conducive to the formation of continuous networks, providing fast channels for the transmission of phonons and carriers. This study provides a guidance on the impact of 3D van der Waals heterostructures on the thermal and EMI shielding properties of composites.