There are growing efforts in exploring natural hierarchical porous and anisotropic structure of wood to make environmental-friendly multifunctional materials for various practical applications. We have developed bio-based materials that possess both energy storage and multi-band electromagnetic interference (EMI) shielding functionalities. By combining TEMPO-oxidized cellulose fiber skeleton with abundant macropores obtained from wood with an intrinsic conducting polymer, the resulting cellulosic fiber composites had high areal-specific capacitance and areal energy density together with an excellent stability of maintaining >90% of capacitance after 10,000 cycles. The bio-based composites also showed a high electrical conductivity and an excellent EMI shielding efficiency (> 99.99%) across multiple wavelength bands, effectively shielding typical electromagnetic waves in our daily lives. Moreover, we have developed wood-based high-performance, flexible, and durable asymmetric Janus membranes by taking advantage of the anisotropic nature of the wood material stemming from its grain orientation. These membranes possessed attractive hierarchical porous structures and demonstrated superior unidirectional water transport and fog collection capabilities as well as effective oil–water emulsion separation efficiency. These findings highlight the excellent promise of utilizing eco-friendly wood feedstock for fabricating high-performance multifunctional materials.