Stability and multifunctionality greatly extend the applications of phase change materials (PCMs) for thermal storage and management. Herein, CuS and Fe3O4 nanoparticles were successfully loaded onto cotton-derived carbon to develop a multifunctional interface with efficient photothermal conversion and electromagnetic interference (EMI) shielding properties. 1,3:2,4-di-(3,4-dimethyl) benzylidene sorbitol (DMDBS) and expanded graphite (EG) formed an organic/inorganic three-dimensional network framework to encapsulate 1-octadecanol (OD) by self-assembly. Finally, multifunctional shape-stabilized PCMs (SSPCMs) with the sandwich structure were prepared by the hot-press process. Multifunctional SSPCMs with high load OD (91%) had favorable thermal storage density (200.6 J/g), thermal stability, and a relatively wider available temperature range with improved thermal conductivity to support the thermal storage and management realization. Furthermore, due to the synergistic enhancement of two nanoparticles and the construction of the carbon network with cotton carbon and EG, highly efficient photothermal conversion (94.4%) and EMI shielding (68.9 dB average, X-band) performance were achieved at about 3 mm thickness, which provided the possibility of the multifunctional integration of PCMs. Conclusively, this study provides new insights towards integrating solar energy utilization with the comprehensive protection of related electronics.