In this work, novel core-shell structured Fe3Si@C/SiC/Fe3O4/SiO2 nanoparticles were fabricated via a polymer-derived ceramic approach, starting from sol-like polycarbosilane-encapsulated polynuclear carbonyl iron nanoparticles and with pitch as an isolator to avoid aggregation during polymer-to-ceramic transformation. Elemental analysis, X-ray photoelectron spectroscopy, X-ray diffraction, transmission electron microscope, vibrating sample magnetometer and vector network analyzer were employed to investigate the composition, nano/microstructure, morphology, and dielectric/magnetic properties. The results show that the size of obtained Fe3Si@C/SiC/Fe3O4/SiO2 nanoparticles is in the range of 2-200 nm. And the unique core-shell structure with the hetero-interface combined with simultaneous dielectric and magnetic loss endow Fe3Si@C/SiC/Fe3O4/SiO2 nanoparticles outstanding electromagnetic (EM) wave absorbing performance. With a sample thickness of 4.5 mm, the minimum reflection coefficient (RC) of the composites Fe3Si@C/SiC/Fe3O4/SiO2 mixed with paraffin wax reaches -44.7 dB, indicating that more than 99.99% EM waves can be attenuated by the composites. By adjusting the sample thicknesses, the effective bandwidth (the bandwidth of RC values lower than -10 dB) amounts 9.5 GHz (from 2.5 to 12.0 GHz), covering the whole C and X bands.