The present invention relates to a shielding filler, a shielding coating comprising the same, a preparation method and a use thereof. The shielding filler adopts melamine sponge as a carrier and surfaces thereof are covered with FeOx/graphene. The electromagnetic shielding coating is formed by mixing a component A and a component B in a molar ratio of (—OH)A:(—NCO)B=1:1, in which component A comprises fluorocarbon resin, elastic polyester resin, an electromagnetic filler, an auxiliary agent and a mixing solvent, and component B is isocyanate. The shielding filler of the present invention has a sponge-like macroporous structure, the pore wall surfaces of which are covered with ferrite and graphene, and the shielding filler has excellent electromagnetic shielding performance due to the electrical loss and magnetic loss. The obtained electromagnetic shielding coating layer is electrically conductive and magnetically inductive and has a broad electromagnetic shielding response frequency band. The obtained electromagnetic shielding coating layer has a low density, which is in line with the development trend of lightweight. The coating is convenient to use, and can be applied by brush coating, spray coating, or roller coating.