Core-shell particles with integration of ferromagnetic core and dielectric shell are attracting extensive attention for promising microwave absorption applications. In this work, CoNi microspheres with conical bulges were synthesized by a simple and scalable liquid-phase reduction method. Subsequent coating of dielectric materials was conducted to acquire core-shell structured CoNi@TiO2 composite particles, in which the thickness of TiO2 is about 40 nm. The coating of TiO2 enables the absorption band of CoNi to effectively shift from Ku to S band, and endows CoNi@TiO2 microspheres with outstanding electromagnetic wave absorption performance along with a maximum reflection loss of 76.6 dB at 3.3 GHz, much better than that of bare CoNi microspheres (54.4 dB at 17.8 GHz). The enhanced EMA performance is attributed to the unique core-shell structures, which can induce dipole polarization and interfacial polarization, and tune the dielectric properties to achieve good impedance matching. Impressively, TiO2 coating endows the composites with better microwave absorption capability than CoNi@SiO2 microspheres. Compared with SiO2, TiO2 dielectric shells could protect CoNi microspheres from merger and agglomeration during annealed. These results indicate that CoNi@TiO2 core-shell microspheres can serve as high-performance absorbers for electromagnetic wave absorbing application.