Hollow multishell structures (HoMSs) are considered to be a promising material in electromagnetic field due to its ordered porous shells and independent and interconnected cavities separated by shells. In this paper, the unique advantages of HoMSs in the field of electromagnetic wave are elaborated in detail from three aspects:electromagnetic wave capture, transmission and energy conversion. At the same time, the influence of shell number, shell thickness, shell spacing, shell composition and other structural parameters on the transmission and utilization of electromagnetic wave is analyzed, and the development trend of HoMSs in the field of electromagnetic wave is predicted, which provides the direction for the efficient utilization of electromagnetic wave.