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High-performance magnetite-based hollow spheres with the advantages of low density and low loading content are promising as an ideal lightweight electromagnetic (EM) wave absorption candidate. However, the effective preparation methods for these hollow spheres are still limited, and as a result, materials design and practical applications based on their size-dependent EM microwave attenuation properties are poorly accessible. In this study, high quality magnetite hollow spheres were successfully prepared by a simple, fast, one-step, and scalable plasma dynamic method with sole use of inexpensive precursors (oxygen and mild steel). The experimental results reveal that the as-prepared products are hollowed multiple-component magnetite spheres and have a very wide size distribution with a diameter of several tens of nanometers to hundreds of micrometers, which can be further separated into three fractions with different particle size distributions (0-30 μm, 30-100 μm, and >100 μm) by a simple magnetic separation method. The EM wave absorption results demonstrate that the hollow microspheres can exhibit excellent absorption ability with an effective absorption bandwidth (reflection loss ≤-10 dB) of 11.9 GHz from 3.7 to 15.6 GHz for an only 2 mm thick test absorber (50 wt% filler) and a maximum RL value of -36 dB at ∼8.2 GHz. Moreover, the positions of these resonant absorption peaks strongly depend on the sphere sizes and can be regulated at the L + C band, X band, and Ku band. Strikingly, differing from the nearly negligible microwave absorption for the ground powders, the dominating absorption mechanism for the hollow microspheres could be ascribed to the enhanced magnetic loss and multiple scattering due to the novel hollow magnetic structures, which are beneficial for the attenuation ability and improvements to their permeability and impedance matching.