Thin and flexible materials that can provide efficient electromagnetic interference (EMI) shielding are urgently needed, particularly those that can be rapidly processed and withstand harsh environments. Cobalt‐based metallic glasses stand out as prime candidates due to their excellent soft magnetic properties, satisfactory shielding features, and mechanical properties. Herein, a recently developed technique is used to fabricate metallic glass microfibers from Co66Fe4Mo2Si16B12 alloy. The produced microfibers are characterized for their size and uniformity by scanning electron microscopy and their amorphous structure is confirmed by X‐ray diffraction (XRD) and differential scanning calorimetry (DSC). The cobalt‐based metallic glass microfibers show an EMI shielding factor that reaches five in the static regime and obtains an up to 25‐fold increase of the attenuation constant in the Ku frequency band. This performance originates from the combination of soft magnetic properties and excellent electrical conductivity. In addition, the flexible microfibers exhibit excellent hardness and elasticity making them suitable for EMI shielding of complex geometries. Their hardness and elastic modulus are measured by nanoindentation to be 11.31 ± 0.60 GPa, and 110.54 ± 11.24 GPa, respectively.