To solve the heavy mass problem of the traditional spinel ferrite using as the microwave absorber, the CoxZn(1−x)Fe2O4 (x = 0.2, 0.4, 0.6, 0.8) ferrite nanofibres were synthesized by electrospinning method. The phase composition, morphology, and electromagnetic properties were analyzed. The results showed that all the as‐prepared CoxZn(1−x)Fe2O4 ferrites exhibited the homogeneous nanofibrous shape. The saturation magnetization and coercivity were enhanced by tuning the Co2+ content. The electromagnetic loss analysis indicated that the Co0.6Zn0.4Fe2O4 ferrite nanofiber performed the strongest microwave attenuation ability. The microwave absorbing coating containing 15 wt% of Co0.6Zn0.4Fe2O4 ferrite nanofiber showed the reflection loss less than −10 dB in the whole X‐band and 80% of the Ku‐band frequencies. Meanwhile, the surface density was only 2.4 Kg/m2.