Novel double-shell hollow glass microspheres (HGMs) coated with cobalt silicate (Co₂SiO₄) were synthesized by hydrothermal method with a further calcination process. Through the detailed characterization of phase, morphology and electromagnetic (EM) wave absorption properties of the samples, we found that the combination of magnetic loss component Co₂SiO₄ and dielectric loss component HGMs plays an important role in the introduction and dissipation of EM wave. In the discussion part, we focused on comparing the composite with the single component and explained the influence of the new composite structure on the stability and EM wave absorbing properties of the materials in detail. The minimum reflection loss (RL_min) of the HGMs@Co₂SiO₄ reached up to − 46.7 dB with a matching thickness (d) of 2.9 mm, and the corresponding effective absorption bandwidth (f_E, RL < − 10 dB) was 5.92 GHz. We are confident that the new type of double-shell HGMs@Co₂SiO₄ will be an excellent candidate for a new generation of stable, lightweight and efficient EM wave absorbing material.