In the microelectronics era, electromagnetic radiation and thermal accumulation from electronic devices can detrimentally impact sensor performance and seriously damage human health. Despite the pressing need, synthesizing high-performance multifunctional composite remains a formidable challenge. Herein, we report the fabrication of heterostructured carbon fiber (CF)@SnO₂ nanosheet using CF as a template, followed by activation pretreatment, hydrothermal in-situ growth, and sulfur-oxygen substitution. This approach yielded CF reinforced polyether ether ketone (CF/PEEK) composites with enhanced interfacial performances, exceptional electromagnetic interference (EMI) shielding effectiveness, and high thermal conductivity (TC). The interlaminar shear strength (ILSS) of the composite achieved a remarkable 87.86 MPa, underscoring the robust interfacial integration that significantly bolsters EMI shielding and TC. As a result, the composite demonstrated a notable enhancement in EMI shielding effectiveness and TC by 22.85% and 52.83%, respectively. The strategy of integrating structural and functional elements is instrumental in the advancement of innovative high-performance multifunctional composite. These composites are poised to serve not only as critical structural components in aerospace applications but also to extend their utility into the realm of precision electronics, offering a promising horizon for future technological innovations.