To cope with the increasingly serious electromagnetic pollution, the demand for electromagnetic interference (EMI) shielding materials with low electromagnetic wave reflection ability has become urgent. Controlling electrical components, magnetic components, and designing the EMI material structure can effectively improve electromagnetic shielding performance, but this remains a significant challenge. Besides, extreme cold weather conditions also do considerable potential damage to the normal work of outdoor electronic equipment. Integrated light‐to‐heat conversion capability on electromagnetic shielding materials can further improve the stability and reliability of the equipment. Herein, the novel bilayer aerogels composed of zeolitic imidazolate frameworks derived hollow CoNi carbon nanocage/MXene Ti3C2Tx/nanocellulose (BZMN) are prepared by a two‐step freezing method. BZMN aerogels exhibit good EMI shielding effectiveness (SE) with low reflection coefficient (R coefficients): 35.1 dB (R coefficient = 0.28) and 21.2 dB (R coefficient = 0.25). The unique structures of bilayer aerogels demonstrate the ability to absorb more electromagnetic waves through interfacial polarization and multiple scattering. The green shielding index (gs) of BZMN aerogels can reach 2.88. Moreover, BZMN aerogels show remarkable and unique light‐to‐heat conversion performance on different surfaces. Under 2.0 sun intensity, temperatures can reach 109.3 °C in the upper layer and 102.3 °C in the lower layer. Under 0.8 W cm−2 near‐infrared (NIR) laser intensity, the temperatures can rise to 234.1 °C in the upper layer and 167.4 °C in the lower layer. In addition, the size and shape of BZMN aerogels can be customized according to the mold. These features present BZMN aerogels as advanced potential low reflection EMI shielding device candidates, useful for future telecommunication and electronic equipment protection.