Exploring advanced electromagnetic wave (EMW) absorbers is one of the most feasible ways to solve the increasing electromagnetic pollution in both military and civil fields. In this work, gamma-graphyne (gamma-GY) is synthesized by a mechanochemical route using CaC2 and hexabromobenzene (PhBr6). Then three-dimensional (3D) reduced graphene oxide/gamma-GY (RGO/GY) heterostructures are prepared through facile solvothermal self-assembly and subsequent thermal reduction. The influences of calcination temperature and the content of gamma-GY of the composite on EMW absorption performance are fully investigated. The minimum reflection loss (RL) value of the RGO/GY composite foam is -71.73 dB at 10.48 GHz with the matching thickness of 3.54 mm, and the effective absorption bandwidth (EAB) less than -10 dB is 7.36 GHz. Moreover, excellent terahertz (THz) absorption property is also obtained at 0.2-1.6 THz. The RL of 84.08 dB is acquired, and the EAB covers 100% of the entire measured bandwidth. In addition, the composite is also a promising anticorrosive EMW absorber. This work provides encouraging findings, which are also instructive for the potential advantages of graphyne-based materials as highly efficient EMW absorbers in both gigahertz and terahertz band ranges.