The rapid development of terahertz technology is accompanied by serious electromagnetic pollution, and it is extremely imminent to prepare more practical terahertz absorbers. However, currently terahertz absorbers mostly concentrate on complex structural absorption-based metamaterials and thicker foams, so how to make dense films with strong absorption performance have always been a big challenge. In this work, an ultra-thin broadband MXene/rGO composite film (MGF) with a 3D macroporous structure prepared by a sacrificial PMMA spherical template as a terahertz absorber was originally reported. The maximum RL value of 5-layer sandwich-like structure MGF is 57.7 dB with an ultra-thin thickness of 0.148 mm, and the qualified bandwidth covers the full measurement band of 0.37–2.0 THz by designing components and sandwich-like structure. More impressively, it shows an excellent shielding effectiveness of 54.2 dB, with a maximum absorptance of 99.999% and its average absorption intensity (AAI) reaches 43.2 dB. Furthermore, its specific maximum reflection loss, specific maximum EMI shielding effectiveness and specific effective absorption bandwidth reach up to 389.9 dB mm−1,366.2 dB·mm−1and 11.1 THz mm−1, respectively, which is much better than other materials studied so far. The results provide a significant inspiration for designing ultra-thin broadband THz absorption and shielding materials with high performance.