ZnFe2O4@PDA@PPy composites with core/shell/shell structures were successfully prepared via two successive polymerization steps, with the electromagnetic wave (EMW) absorber properties of the composites then being evaluated in the 18-40 GHz region. Magnetic spherical zinc ferrite (ZnFe2O4) particles with diameters similar to 350 nm were first prepared and used as the core material, over which polydopamine (PDA) and polypyrrole (PPy) shells were successively deposited. The obtained ZnFe2O4@PDA@PPy composites exhibited outstanding EMW absorption properties in the 18-40 GHz, with the thickness of PDA layer and loading of the ZnFe2O4@PDA@PPy composites in the absorber influencing EMW absorption performance. For the composite with the optimal PDA shell thickness, a minimum reflection loss (RLmin) of - 65.66 dB at 24.46 GHz and an effective absorption bandwidth (EAB, reflection loss less than - 10 dB) of 19.07 GHz (18.74-37.81 GHz) was realized at an absorber thickness of 1.0 mm (17 wt% composite in PVDF). When the composite loading was 10 wt%, the RLmin was - 36.35 dB at 25.99 GHz with an EAB of 22 GHz (18-40 GHz) at a thickness of only 1.5 mm. The outstanding EMW absorption performance of the ZnFe2O4@PDA@PPy composites can be attributed to good impedance matching arising from magnetic losses (ZnFe2O4 particles), dielectric losses (ZnFe2O4, PDA and PPy) and interfacial relaxation losses (at ZnFe2O4-PDA-PPy-PVDF interfaces). This work supports the development of low-cost microwave absorbers in the 18-40 GHz region.