Although various aerogels with electromagnetic wave (EMW) absorbing properties have been extensively explored, the development of aerogels with excellent wave absorption performance, low density, and great heat resistance has still met profound challenges. Herein, polysilazane hybrid phenolic resin aerogels (PRVS aerogels) were prepared using the vinyl addition reaction of polysilazane and cross‐linking reaction between polysilazane and phenolic resin. A SiOCN ceramic aerogel with multistage pore structure was prepared via a simple and quick freeze‐drying method and polymer‐derived ceramic (PDC) methods. The SiOCN ceramic aerogels exhibited low density (0.15–0.27 g/cm3), good heat‐shielding (thermal conductivity in the range of 0.03–0.04 W/(m·K)), and excellent wave absorption performance (i.e., RL was about –31.6 dB@16.48 GHz and EAB was 3.85 GHz when the thickness of the ceramic aerogel was 1.2 mm). Hence, the ceramic aerogel absorbing materials could meet the requirements of “wide absorption bandwidth, strong reflection loss, lightweight and thi thickness”. Moreover, the mechanism of low weight, heat insulation, and wave absorption properties of the aerogels were also investigated. We believe this work is of great significance in ceramic aerogels prepared by traditional polymers, which may provide new opportunities for new ceramic aerogels with applications ranging from EMW absorption to aerospace and information technology.