Efficient thermal management and electromagnetic interference (EMI) shielding are critical challenges for the reliable operation of portable electronic devices. Herein, we report the design and fabrication of multifunctional layered composite phase change materials (CPCMs) comprising alternating cellulose nanofiber/phase change capsule/sodium alginate (CNF/PCC/SA) layers and MXene/sodium alginate (MXene/SA) layers. The strong interfacial adhesion and controlled multilayer architecture enable the CPCM to achieve high electrical conductivity (up to 279.8 S/cm) and excellent EMI shielding effectiveness (up to 57.6 dB in the X-band). The layered structure enhances electromagnetic wave attenuation via multiple internal reflections and polarization losses, outperforming homogeneous composites. Moreover, the CPCMs exhibit superior light absorption (maximum nearly 100% for the optimized 5-layer structure) and efficient light-to-thermal conversion, achieving rapid temperature increases and uniform heat distribution under light irradiation. Additionally, the phase change capsules enable latent heat storage, ensuring thermal buffering and prolonged temperature regulation. This work provides novel insights into the rational design of multifunctional composites integrating wireless thermal management and EMI shielding, with promising applications in wearable electronics and smart thermal regulation.