As wearable electronic devices are rapidly developing, there is an urgent need for lightweight, flexible, and ultrathin multifunctional electromagnetic interference (EMI) shielding materials. However, the flexible ultrathin paper that combines efficient shielding and multifunctional integration remains a considerable challenge. Here, a novel MXene/Fe₃O₄@CNTs/TOCNF (MCT, MXene = transition metal carbide/carbonitride, CNTs = carbon nanotubes, TOCNF = TEMPO-oxidized cellulose nanofiber, TEMPO = 2,2,6,6-tetramethylpiperidine-1-oxyl radical) nanocomposite paper with a multilayer electromagnetic gradient structure and electromagnetic dual losses was successfully prepared by a simple filtration strategy. Benefiting from effective gradient design and adjusting the proportion of TOCNF, the composite paper (only 18 μm) exhibits outstanding shielding effectiveness (SE) of 66 dB in the X-band, ultrahigh thickness-specific SE and surface-specific SE values of 3300 dB·mm⁻¹ and 31,428 dB·cm²·g⁻¹ respectively. Furthermore, dehydroxylation treatment improves MCT paper's hydrophobicity, environmental stability, and mechanical strength, expanding its range of use. Excitingly, the highly efficient Joule heating properties and hydrophobicity provide MCT additional de-icing capabilities. We also simulated the electromagnetic shielding effects of MCT composite paper, which was applied in practice. This study documents an innovative and intriguing material combination, providing a simple and effective manufacturing strategy for developing EMI shielding materials. MCT paper is highly suitable for outdoor portable or wearable electronic devices and has significant application potential in humid/severe cold environments.