With the imminent era dominated by high-tech electronic products, the development of high-efficiency electromagnetic wave absorption materials has become a critical task. Rational component regulation and structural design are considered to be effective methods to optimize the electromagnetic wave absorption performance of materials. Herein, we first prepared a Fe-PBA@ PDA@GO precursor via solvothermal method; then, vulcanization was used to develop a FeS₂/Fe₇S₈@C@rGO composite with a core-shell heterostructure, in which core-shell FeS₂/Fe₇S₈@C microspheres were embedded on the wrinkled reduced graphene oxide layer. FeS₂/Fe₇S₈@C@rGO, as a multi-component composite, demonstrates superior impedance matching and can thus capture more electromagnetic waves, while the multiple losses facilitate the dissipation of incident electromagnetic waves. Concretely, FeS₂/Fe₇S₈@C@rGO can display significant attenuation of incident electromagnetic waves through multi-interface polarization, dipole polarization, resonance loss and eddy current loss. Additionally, the three-dimensional hierarchical structure not only improves the conductive loss, but also promotes multiple reflections and scattering. The FeS₂/Fe₇S₈@C@rGO composite exhibits a minimum reflection loss of −62.7 dB and an effective absorption broadband (6.1 GHz) with a filler loading of 20 wt% at 2.2 mm, and the effective absorption bandwidth reaches 7.6 GHz at a layer thickness of 2.5 mm. These results provide a valuable reference for the preparation of high-performance microwave absorbers through composition adjustment and controlled structural design.