HighlightsA multi-scale structural carbon fiber-based composite was synthesized through the assembly of one-dimensional materials.The construction of multiple conductive networks makes the composite have a strong EMI shielding performance of 73.9 dB.The reasonable design endows the composite with excellent positive and passive thermal management properties.Supplementary InformationThe online version contains supplementary material available at 10.1007/s40820-023-01144-z.