Interfacial jamming and assembly, facilitated by nanoparticle surfactant (NPS) complexation, demonstrate a remarkable efficacy in stabilizing multiphase systems, evident in structured liquid streams and structured Pickering emulsions. However, the utilization of structured liquid templates to tune multiple porosity levels of ultra‐flyweight aerogels is barely discussed. In this study, a structured Pickering emulsion is prepared through mixing an aqueous dispersion of graphene oxide (GO) with an organic (hexane) solution containing an active ligand. The emulsion is jetted into the same organic phase, resulting in “dual jamming”. This process produced worm‐like aerogels with porosity that can be precisely tailored at four different levels: i) voids between filaments, ii) cavities produced by evaporation of trapped hexane droplets, iii) pores generated from sublimation of water in the bulk of GO emulsion, and iv) microscopic regions trapped between GO flakes or fractures/holes within GO nanosheets. These aerogels exhibit ultra‐low density (1.67–2.3 mg cm−3), high compressibility, and shape recovery. The multi‐scale porosity, created by structural design, endows aerogels with a record‐level fluid sorption capacity (e.g., 615 g g−1 for chloroform). Additionally, the aerogels demonstrate an absorption‐dominant electromagnetic interference (EMI) shielding mechanism, achieving a remarkable specific EMI shielding (SSE/t) of 67 178 dB cm2 g−1.