As electronic devices tend to be an integrated, intelligent, and lightweight development, the need to develop lightweight, low-reflective electromagnetic interference (EMI) shielding materials for wearable and portable electronic devices and other emerging areas of electromagnetic shielding is particularly critical. Currently, absorption-dominated shielding materials mainly focus on three-dimensional porous materials such as aerogels and foams, which cannot meet the increasing needs of light and thin requirements. Herein, an electromagnetic shielding composite membrane featured with an asymmetric structure was constructed by different electrical-magnetic gradients of cellulose nanofiber (CNF)/carbon nanotubes (CNTs)/cobalt tetroxideferrate (CoFe2O4) multilayers combined with a layer of CNF/silver-plated aramid fibers (Ag-AFs) through a facile vacuum-assisted filtration (AVF) process. The CNF/Ag-AFs layer acts as a reflection layer at the bottom to block the transmitted electromagnetic wave. The absorption layer consists of three layers of a CNF/CNTs/CoFe2O4 membrane, where the dual electromagnetic gradients were constructed by changing the ratio of CNTs and CoFe2O4 in each layer. The whole composite membrane exhibits tightly stacked multilayer microstructures. Owing to the unique structural design, this CACC-D membrane has an increasing conductive gradient and decreasing permeable gradient along the direction of electromagnetic wave incidence and achieves an average EMI SE of 31.52 dB (>99.9%) in the X-band, and the reflectivity is as low as 0.40 at the thickness of only 144 mu m, fully realizing the absorption-dominated shielding mechanism. In addition, the composite membrane has a stable thermal property and fascinating mechanical properties, with a high breaking strength of 30.59 MPa and can recover quickly after 180 degrees bending. We believe that this work provides ideas for the preparation of thin, lightweight, and high EMI shielding performance materials.