Pre-polymerized vinyl trimethoxy silane (PVTMS)@MWCNT nano-aerogel system was constructed via radical polymerization, sol–gel transition and supercritical CO2 drying. The fabricated organic–inorganic hybrid PVTMS@MWCNT aerogel structure shows nano-pore size (30–40 nm), high specific surface area (559 m2 g-1), high void fraction (91.7%) and enhanced mechanical property: (1) the nano-pore size is beneficial for efficiently blocking thermal conduction and thermal convection via Knudsen effect (beneficial for infrared (IR) stealth); (2) the heterogeneous interface was beneficial for IR reflection (beneficial for IR stealth) and MWCNT polarization loss (beneficial for electromagnetic wave (EMW) attenuation); (3) the high void fraction was beneficial for enhancing thermal insulation (beneficial for IR stealth) and EMW impedance match (beneficial for EMW attenuation). Guided by the above theoretical design strategy, PVTMS@MWCNT nano-aerogel shows superior EMW absorption property (cover all Ku-band) and thermal IR stealth property (ΔT reached 60.7 °C). Followed by a facial combination of the above nano-aerogel with graphene film of high electrical conductivity, an extremely high electromagnetic interference shielding material (66.5 dB, 2.06 mm thickness) with superior absorption performance of an average absorption-to-reflection (A/R) coefficient ratio of 25.4 and a low reflection bandwidth of 4.1 GHz (A/R ratio more than 10) was experimentally obtained in this work.