The challenge of achieving high-performance electromagnetic interference (EMI) shielding films, which focuses on electromagnetic waves absorption while maintaining thin thickness, is a crucial endeavor in contemporary electronic device advancement. In this study, we have successfully engineered hybrid films based on MXene nanosheets and Fe3O4 nanoparticles, featuring intricate electric–magnetic dual-gradient structures. Through the collaborative influence of a unique dual-gradient structure equipped with transition and reflection layers, these hybrid films demonstrate favorable impedance matching, abundant loss mechanisms (Ohmic loss, interfacial polarization and magnetic loss), and an “absorb-reflect-reabsorb” process to achieve absorption-dominated EMI shielding capability. Compared with the single conductive gradient structure, the dual-gradient structure effectively enhances the absorption intensity per unit thickness, and thus reduces the thickness of the film. The optimized film demonstrates a remarkable EMI shielding effectiveness (SE) of 49.98 dB alongside an enhanced absorption coefficient (A) of 0.51 with a thickness of only 180 μm. The thin films with a dual-gradient structure hold promise for crafting absorption-dominated electromagnetic shielding materials, highlighting the potential for advanced electromagnetic protection solutions.