Rational construction of hierarchical multi-component materials with abundant heterostructure is evolving as a promising strategy to achieve excellent metal-organic frameworks (MOFs) based electromagnetic wave (EMW) absorbers. Herein, hierarchical heterostructure WS2/CoS2@carbonized cotton fiber (CCF) was fabricated using the ZIF-67 MOFs nanosheets anchored cotton fiber (ZIF-67@CF) as a precursor through the tungsten etching, sulfurization, and carbonization process. Apart from the synergetic effect of dielectric-magnetic dual-loss mechanism, the hierarchical heterostructure and multicomponent of WS2/CoS2@CCF also display improved impedance matching. Furthermore, numerous W-S-Co bands and heterojunction interfaces of heterogeneous WS2/CoS2 are beneficial to promoting additional interfacial/dipole polarization loss and conductive loss, thereby enhancing the EMW attenuation performance. Based on the percolation theory, a good balance between impedance matching and EMW absorption capacity was achieved for the WS2/CoS2@CCF/paraffin composite with 20 wt.% filler loading, exhibiting strong EMW absorption capability with a minimum reflection loss (RLmin) value of −51.26 dB at 17.36 GHz with 2 mm thickness and a maximum effective absorption bandwidth (EABmax) as wide as 6.72 GHz. Our research will provide new guidance for designing high-efficient MOFs derived EMW absorbers.