Improving interface connectivity of magnetic nanoparticles in carbon aerogels is crucial, yet challenging for assembling lightweight, elastic, high‐performance, and multifunctional carbon architectures. Here, an in situ growth strategy to achieve high dispersion of metal–organic frameworks (MOFs)‐anchored cellulose nanofibrils to enhance the interface connection quality is proposed. Followed by a facile freeze‐casting and carbonization treatment, sustainable biomimetic porous carbon aerogels with highly dispersed and closely connected MOF‐derived magnetic nano‐capsules are fabricated. Thanks to the tight interface bonding of nano‐capsule microstructure, these aerogels showcase remarkable mechanical robustness and flexibility, tunable electrical conductivity and magnetization intensity, and excellent electromagnetic wave absorption performance. Achieving a reflection loss of −70.8 dB and a broadened effective absorption bandwidth of 6.0 GHz at a filling fraction of merely 2.2 wt.%, leading to a specific reflection loss of −1450 dB mm−1, surpassing all carbon‐based aerogel absorbers so far reported. Meanwhile, the aerogel manifests high magnetic sensing sensibility and excellent thermal insulation. This work provides an extendable in situ growth strategy for synthesizing MOF‐modified cellulose nanofibril structures, thereby promoting the development of high‐value‐added multifunctional magnetic carbon aerogels for applications in electromagnetic compatibility and protection, thermal management, diversified sensing, Internet of Things devices, and aerospace.