Carbon-based electromagnetic wave absorbing materials (absorbers) adhered with metallic sulfide nanoparticles of good electrical conductivity attract increasing researchers’ attention. In this study, on the basis of carbon fiber (C_f)@Fe₃O₄ nanocomposites obtained by the electrostatic spinning and reflow method, C_f@FeS₂ nanocomposite was successfully prepared during a further hydrothermal process. The products exhibit excellent electromagnetic wave absorption performances with a minimum reflection loss (RL_min) of −54.11 dB at 2.13 mm matching thickness. At the same time, the optimal effective absorption bandwidth (EAB) value of 6.04 GHz at a thickness of 1.98 mm covers the whole Ku band, suggesting its excellent electromagnetic wave absorption performances. In addition, the interlaced network structure constructed by carbon fiber, outstanding conductivity of FeS₂ nanoparticles, and interfacial polarization from hetero-structure play significant parts in enhancing the electromagnetic parameters and absorption performances. All these results suggest that the C_f@FeS₂ nanocomposites can be taken as a new electromagnetic wave-absorbing material under their low density, simple craft, and strong absorption characteristics.