Multilayered composites consisting of silica, carbon nanotubes (CNTs), and continuous carbon fibers (Cf) were prepared by hot-pressing technique. Microstructures of different layer presented few pores of the composites. The thermal stability of the composites was analyzed by TG/DTA measurement. After being heat treated at 400°C for 10 h, the composites retained the equivalent shielding property compared to room temperature, and the impedance matching property at material/wave interface was improved slightly. The multilayer CNTs/Cf/silica composites have not only the excellent absorbing properties but also the outstanding thermal stability, and it can be a promising candidate for high-temperature electromagnetic interference shielding applications.