Structural and chemical stability is the key factors of microwave absorbers for their applications in case of high-temperature oxidation. In this study, a plasma-induced method is developed to get a multistrata core-shell structure of FeSiAl@Al2O3@SiO2 with bifunctional performances of microwave absorption and anti-oxidation. Within a dense microstructure, the Al2O3 and SiO2 ceramic shell layers mitigate oxygen transport to prevent corrosion at high temperature. Consequently, the magnetic FeSiAl core is well-protected against oxidation up to 1279 °C in air and exhibits excellent microwave absorption property. In particular, dense ceramic layers effectively reduce the permittivity of FeSiAl without losing permeability. Furthermore, the novel FSA@GCLs microstructures are enriched with multiple interfaces to favor the interfacial polarization and vast internal scattering probabilities. Because of the strong synergistic magnetic-dielectric effects, the multistrata core-shell structure of FeSiAl@Al2O3@SiO2 owns a minimum reflection loss of −46.29 dB at 16.93 GHz and its wide bandwidth (with an RL value of −10 dB) particularly acquire 7.33 GHz in the frequency range of 10.14–17.45 GHz. The highly stable multistrata core-shell opens up the opportunities of extending the microwave absorption as well as anti-oxidation applications.