The direct application of liquid marbles in electromagnetic wave (EMW) absorption is challenging due to their poor stability, susceptibility to gravitational collapse, and shaping difficulties. To address this issue, a novel strategy is proposed to incorporate liquid marble microstructures (NaCl/nano‐SiO2) encapsulated in organic phases (Octadecane) into the rubber‐matrix (SEBS) using the ultrasound‐assisted emulsion blending method. The resulting NaCl/SiO2/Octadecane microstructures anchored to SEBS offer a substantial solid–liquid interface consisting of NaCl solution and SiO2. When subjected to an alternating electromagnetic (EM) field, the water molecules and polysorbate within SiO2 exhibit heightened responsiveness to the EM field, and the movement of Na+ and Cl− within these microstructures leads to their accumulation at the solid–liquid interface, creating an asymmetric ion distribution. This phenomenon facilitates enhanced interfacial polarization, thereby contributing to the material's EMW absorption properties. Notably, the latex with 16 wt% SEBS (E‐3), exhibiting a surface morphology similar to human cell tissues, achieves complete absorption of X‐band (fE = 4.20 GHz, RLmin = −33.87 dB). Moreover, the latex demonstrates light density (0.78 g cm−3) and environmental stability. This study not only highlights the predominant loss mechanism in rubber‐based wave‐absorbing materials but also provides valuable insights into the design of multifunctional wave‐absorbing materials.