Developing high-efficiency electromagnetic interference (EMI) shielding composite films with outstanding flexibility and excellent thermal management capability is vital but challenging for modern integrated electronic devices. Herein, a facile two-step vacuum filtration method was used to fabricate ultrathin, flexible, and multifunctional cellulose nanofiber (CNF)-based composite films with an asymmetric layered architecture. The asymmetric layered structure is composed of a low-conductivity CoFe₂O₄@MXene/CNF layer and a highly conductive silver nanowires (AgNWs)/CNF layer. Benefiting from the rational placement of the impedance matching layer and shielding layer, as well as the synergistic effect of electric and magnetic losses, the resultant composite film exhibits an extremely high EMI shielding effectiveness (SE) of 73.3 dB and an average EMI SE of 70.9 dB with low reflected efficiency of 4.9 dB at only 0.1 mm thickness. Sufficiently reliable EMI SE (over 95% reservation) is attained even after suffering from continuous physical deformations and long-term chemical attacks. Moreover, the prepared films exhibit extraordinary flexibility, strong mechanical properties, and satisfactory thermal management capability. This work offers a viable strategy for exploiting high performance EMI shielding films with attractive thermal management capacity, and the resultant films present extensive application potential in aerospace, artificial intelligence, advanced electronics, stealth technology, and the national defense industry, even under harsh environments.