The microwave absorbing ability of long fibers could be effectively improved by a multi-layered coating composed of a magnetic metal and a dielectric ceramic. In this work, a gradient FeNi-SiO2 film has been deposited on SiCf (SiCf/ FeNi-SiO2) by a magnetron sputtering method. The phase composition, microstructure, and electromagnetic properties of SiCf/FeNi-SiO2 were systematically investigated. Then, the SiCf/FeNi-SiO2 was mixed with wax to study the microwave absorbing property. With only 10 wt%, the SiCf/FeNi-SiO2/wax composite exhibits excellent microwave absorption performance. The optimized reflection loss of SiCf/FeNi-SiO2 was up to -55.2 dB at 10.37 GHz with a thickness of 2.5 mm, and the absorption bandwidth below -10 dB is 6.84 GHz (from 11.08 to 17.92 GHz) with a sample thickness of only 2.0 mm. The enhanced microwave absorption performance of SiCf/FeNi-SiO2 benefits from the gradient FeNi-SiO2 film, which increases Debye dipole polarization and endows the SiCf with better impedance matching. This method can be applied to other fibers for high-performance microwave absorption.