Helical nanofibers are prepared through in situ growth on the surface of a tetrapod-shaped ZnO whisker (T-ZnO), by employing a precursor decomposition method then adding substrate. After heat treatment at 900 °C under argon, this new composite material, named helical nanofiber-T-ZnO, undergoes a significant change in morphology and structure. The T-ZnO transforms from a solid tetrapod ZnO to a micro-scaled tetrapod hollow carbon film by reduction of the organic fiber at 900 °C. Besides, helical carbon nanofibers, generated from the carbonization of helical nanofibers, maintain the helical morphology. Interestingly, HCNFs with the T-hollow exhibit remarkable improvement in electromagnetic wave loss compared with the pure helical nanofibers. The enhanced loss ability may arise from the efficient dielectric friction, interface effect in the complex nanostructures and the micro-scaled tetrapod-hollow structure.