Carbon nanofibers (CNFs) have emerged as promising candidates for realizing lightweight and high-performance electromagnetic (EM) wave absorbing materials owing to their obvious merits, such as long-range conductive networks, tunable dielectric properties, and atomic-scale composition regulation. The existing challenges are how to optimize surface impedance matching through structural design and realize multifrequency response characteristics by EM synergistic effects. In this study, we propose a confined-coordination growth strategy to anchor small-sized Co nanoparticles and simultaneously introduce structural defects on the surface of CNFs to realize lightweight and superior EM wave absorption. Interestingly, these post-coordinated metal–organic framework (MOF)-derived small Co nanoparticles can balance surface impedance, strengthen interfacial polarization, and promote interfacial electric field polarization, and the sublimation of Zn species introduces structural defects to regulate the dielectric constant and trigger defect polarization. Benefiting from the combined advantages of matched impedance, long-range conductive networks, abundant dielectric‒magnetic heterointerfaces, and structural defects, the minimum reflection loss (R_L) of the CNFs reached as high as −51.0 dB, and the effective absorption bandwidth (EAB) covered the entire Ku band with a broad bandwidth of 7.33 GHz. This strategy provides integrated insight into optimizing the impedance characteristics of CNFs and manipulating the EM wave absorbing performance.