The synergistic effect of hollow cavities and multiple hetero‐interfaces displays huge advantages in achieving lightweight and high‐efficient electromagnetic wave absorption, but still confronts huge challenges. Herein, hierarchical Co2P/CoS2@C@MoS2 composites via the self‐sacrificed strategy and a subsequent hydrothermal method have been successfully synthesized. Specifically, ZIF‐67 cores first act as the structural template to form core‐shell ZIF‐67@poly(cyclotriphosphazene‐co‐4,4′‐sulfonyldiphenol) (ZIF‐67@PZS) composites, which are converted into hollow Co2P@C shells with micro‐mesoporous characteristics because of the gradient structural stabilities and preferred coordination ability. The deposition of hierarchical MoS2 results in phase transition (Co2P→Co2P/CoS2), yielding the formation of hierarchical Co2P/CoS2@C@MoS2 composites with hollow cavities and multiple hetero‐interfaces. Benefiting from the cooperative advantages of hollow structure, extra N,P,S‐doped sources, lattice defects/vacancies, diverse incoherent interfaces, and hierarchical configurations, the composites deliver superior electromagnetic wave capability (−56.6 dB) and wideband absorption bandwidth (8.96 GHz) with 20 wt.% filler loading. This study provides a reliable and facile strategy for the precise construction of superior electromagnetic wave absorbents with efficient absorption attenuation.