Traditional single-component microwave absorbers face the difficulties including the narrow absorption bandwidth and low absorption strength. Herein, we develop a novel dual-magnetic composite decorating with covalent-organic framework (COF of 1,3,5-triformylphloroglucinol and p-phenylenediamine: TpPa) and carbon hybrid to enhance microwave absorption performance. Namely, a dual-magnetic FeSiAl@(CoFe2O4/C)@TpPa core–shell structure with rich interfacial polarizations was prepared by the three main steps: firstly, the plate-like FeSiAl was decorated with the MOFs of ZIF-67. And then it was converted to FeSiAl@(CoFe2O4/C) after an annealing process under Ar. Lastly, the in-situ growth of COF (TpPa) was designed for enhanced microwave penetration into the interior of absorbers. The as-design dual-magnetic FeSiAl/CoFe2O4 effectively favors to magnetic domain resonance resulting in the dual-magnetic coupling effects. Meanwhile, the multi-level structure formed by ultra-fine carbon in FeSiAl@(CoFe2O4/C)@TpPa enables magnetic-dielectric synergies and enriches the attenuation path as well. Furthermore, the accumulation of transferred charge at multiple interfaces provides a stronger relaxation polarization loss. The above positive factors collectively promote the high-performance microwave absorption with the reflection loss (RL) value up to −51.3 dB and the effective absorption bandwidth (EAB) covers 3.2–17.7 GHz by adjusting the thickness of absorbers. Therefore, this dual-magnetic/dielectric coupling approach provides an innovative strategy for fabricating advanced microwave absorbers.