The rapid increase of operation speed, transmission efficiency, and power density of miniaturized devices leads to a rising demand for electromagnetic interference (EMI) shielding and thermal management materials in the semiconductor industry. Therefore, it is essential to improve both the EMI shielding and thermal conductive properties of commonly used polyolefin components (such as polyethylene (PE)) in electronic systems. Currently, melt compounding is the most common method to fabricate polyolefin composites, but the difficulty of filler dispersion and high resistance at the filler/filler or filler/matrix interface limits their properties. Here, a fold fabrication strategy was proposed to prepare PE composites by incorporation of a well-aligned, seamless graphene framework premodified with MXene nanosheets into the matrix. We demonstrate that the physical properties of the composites can be further improved at the same filler loading by nanoscale interface engineering: the formation of hydrogen bonds at the graphene/MXene interface and the development of a seamlessly interconnected graphene framework. The obtained PE composites exhibit an EMI shielding property of ∼61.0 dB and a thermal conductivity of 9.26 W m −1 K −1 at a low filler content (∼3 wt %, including ∼0.4 wt % MXene). Moreover, other thermoplastic composites with the same results can also be produced based on our method. Our study provides an idea toward rational design of the filler interface to prepare high-performance polymer composites for use in microelectronics and microsystems.