Developing high-performance microwave-absorbing microscale materials is still a challenge for practical anti-electromagnetic interference applications. Herein, a facile strategy for constructing carbon nanotubes (CNTs)/FeSiAl flake composites through in situ growth of CNTs on FeSiAl microscale flakes is developed. The Fe nanoparticles on the oxide surfaces of the FeSiAl flakes serve as catalyst for CNTs. The amount and size of CNTs is adjusted by the reaction temperature and time. Thanks to the optimal interface between CNTs and FeSiAl, the flake morphology of the FeSiAl alloy and the porous structure of dielectric CNTs, proper impedance match, improved microwave absorptivity, increased attenuation ability and enhanced loss capability result in good microwave-absorbing behavior, demonstrating an effective absorption bandwidth of 3.52 GHz (12-15.52 GHz) with 1.7 mm, and minimal reflection loss of −47.32 dB at 9.12 GHz and 2.4 mm. This work provides an effective method for designing and preparing high-performance microscale microwave absorbents.