Human spaceflight, lunar exploration projects, and interstellar travel are the grand visions of human exploration of the universe. However, the energy sustainability of these projects is a concern. Electromagnetic functional materials and devices are expected to fulfill their potential in electronic communication and energy utilization. Herein, hetero‐dimensional micro‐nano architectures composed of Cu3Se2 microspheres and reduced graphene oxide (rGO) sheets are fabricated for the first time by the sacrificial template method, anion substitution engineering, electrostatic adsorption, and reduction‐oxidation reaction. Based on the excellent electromagnetic response of the composites, they exhibit strong and ultra‐wide microwave absorption ability with the effective absorption bandwidth (EAB) reaching 8.24 GHz at a thickness of 2.2 mm. In addition, an electromagnetic metamaterial with an EAB to ≈13.5 GHz is proposed, exhibiting significant properties. More significantly, the composites can be used to construct a range of electromagnetic devices: a spiral antenna with adjustable return loss and gain, with a maximum gain of up to 2.5 dBi; a microstrip power divider that can efficiently split the input signal into four equal parts and output it; a hybridized energy transport device can convert and store electromagnetic energy. This work provides new inspiration for electromagnetic protection, electronic communication, and energy development.