Layered transition metal carbides or nitrides (MXenes), as a novel two-dimensional material, are widely used in the field of electromagnetic (EM) functions and devices due to their unique EM properties. However, the excessive conductivity of MXenes nanosheets often causes impedance mismatch, resulting in a single EM function. Moreover, original MXenes nanosheets are too small in size and needed to be dispersed in the matrix during application, resulting in inconvenience and unstable performance. Architecture strategy is an effective way to handle these problems. Assembling MXenes nanosheets into hierarchical structures, on the one hand, can effectively tailor conductivity, optimize impedance, and tune the EM response of MXenes, achieving multiple EM functions, on the other hand, can obtain directly usable macro assemblies. Herein, we systematically summarize various methods for fabricating MXenes hierarchical architectures, gaining deep insight into the EM response mechanism. Subsequently, the multiple EM functions including electromagnetic absorption (EMA) and electromagnetic interference (EMI) shielding were concluded. More importantly, rich progress has been made in EM functional devices based on MXene, but there is no review in this regard. We have provided a comprehensive summary of relevant excellent work in this review. Ultimately, we have provided insightful commentary on the challenges in this area and predicted the future direction.