The development of efficient electromagnetic interference (EMI) shielding materials with high electromagnetic waves (EMWs) absorption capacity is of great significance to alleviate secondary EMWs pollution. Herein, multilayered composites were prepared by stacking cellulose nanofibril (CNF)/reduced graphene oxide (rGO) aerogels and rGO film together. The porous aerogels and the dense film serve as the EMWs absorbing layer and reflecting layer, respectively. When the EMWs enter the multilayer composites, they go through the process of absorption-reflection-reabsorption, resulting in a high EMI shielding effectiveness (SE) of ~32 dB. Furthermore, both experimental and theoretical analyses were adopted to explore the effect of arrangement order of CNF/rGO aerogels on EMI shielding performance. The results indicate that composites with progressively higher graphene content exhibit a higher EMWs absorption capacity at the same total EMI SE. This work offers a feasible design for improving EMWs absorption without affecting the overall EMI shielding performance of the material.