Excellent electromagnetic (EM) wave absorption agents that attenuate EM waves by mechanisms based on impedance matching, conductive loss and polarization loss instead of destructive interference are urgently needed but remain challenging. Here, an EM wave absorption agent with a tailorable heterogeneous interface is designed and prepared by the in situ growth of ZnO nanoparticles on the surface of mesoporous carbon hollow microspheres (PCHMs@ZnO) via hydrothermal synthesis followed by annealing. A controlled interface evolution associated with abundant heterogeneous interfaces plays a crucial role in optimized impedance matching and enhanced interfacial polarization loss. With this method, targeted EM wave absorption agents with an excellent absorption ability that is derived mainly from polarization loss and conductive loss rather than destructive interference are successfully obtained. When the PCHMs@ZnO annealed at 700 degrees C were combined with paraffin, the effective absorption bandwidth of the resultant composites covers the whole X band, and the mean value of reflection loss (RL) reaches -12dB, exceeding those of other reported ZnO-based materials. When the thickness of the composites varies from 3.3 to 4.3mm, the value of the RL is lower than -8dB in the whole X band. This work provides a promising model for preparing high-performance EM wave absorption agents.