There　is　a　significant　increase　in　the　demand　for　lightweight　and　compressible　electromagnetic　interference　(EMI)　shielding　materials　in　various　fields.　Though　MXene　aerogels　hold　immense　potential　as　EMI　shielding　materials,　several　shortcomings　including　poor　water　resistance,　low　mechanical　robustness,　easy　oxidation,　and　high　cost　limits　of　their　wide　application.　This　work　reported　a　novel　strategy　involving　the　co-assembly　of　MXene　and　cellulose　nanofibers　(CNF)　through　directional　freezing　and　freeze-drying,　followed　by　the　capsulation-concreting　of　a　thin　layer　of　flame-retardant　polydimethylsiloxane　(PDMS)　onto　the　aerogel,　to　multi-hierarchically　construct　a　series　of　high-performance　CNF/MXene/PDMS　composite　aerogels.　The　lightweight　CNF/MXene/PDMS/MPP-Zr@PDA　composite　aerogel　achieved　ultrahigh　EMI　shielding　effectiveness　of　96.8　dB　(X-band)　and　utilization　efficiency　of　1713.27　dB　g　g-1.　Furthermore,　the　PDMS　coating　effectively　imparted　excellent　compressibility　and　durability　to　the　3D　scaffold,　resulting　in　a　compressive　strength　of　17.01　kPa　for　the　composite　aerogel,　representing　199.5%　increase　compared　to　CNF　aerogel.　Additionally,　the　composite　aerogel　exhibited　outstanding　flame-retardant　properties　(54.6%　reduction　in　heat　release　rate),　ultralow　thermal　conductivity　of　0.0530　W　m-1　K-1　and　excellent　hydrophobicity.　Therefore,　the　durable　and　flame-retardant　CNF/MXene/PDMS　composite　aerogels　hold　promising　applications　in　EMI　protection,　thermal　management,　smart　fire　detection,　and　other　specific　fields.