Carbon-nanotube-based composites are highly desirable for addressing the difficulties relevant to the quality of electromagnetic wave absorbers. The introduction of lightweight nanocomposites for constructing new structures has been widely studied due to the transformation in impedance matching and attenuation. In this paper, a novel carbon nanotube-graphene oxide-zeolitic imidazolate framework-8 (CNT/RGO/ZIF-8) ternary hybrid structure was successfully fabricated by a facile solvothermal process. The ZIF-8 was entangled initially by carbon nanotubes via the π-π interaction between organic ligands and benzene ring structure in CNT. Then, the CNT/ZIF-8 composite was immobilized on the surface of RGO by interacting with the active functional group of RGO. The structure and performance for CNT, CNT/ZIF-8, and CNT/RGO/ZIF-8 were compared to investigate the interaction mechanisms between components, and CNT/ZIF-8 exhibited a distinct improvement for microwave absorption performance. Furthermore, the introduction of RGO can accelerate the amelioration of absorption characteristics. The interfacial bonding between CNT, RGO, and ZIF-8 exerts a great influence on the absorbing quality. The mechanism of absorption of electromagnetic waves was explained by the synergistic effects of conduction loss, polarization behaviors, and eddy current. The unique structure could offer new insights to exploit advanced microwave-absorption materials.