Ultrabroadband electromagnetic (EM) absorbers, especially those covering microwave to terahertz (THz) bands, are urgently desired in multispectral applications such as 6G communication, radar stealth, atmospheric remote sensing, and radio astronomy. Here, we demonstrate that chemically reduced graphene oxide aerogels can be designed as an excellent absorber with the features of ultrabroadband, light weight, compressibility, and high-temperature resistance. This magnetic-free pyramidal absorber shows remarkably broad qualified absorption bandwidth from 4.7 GHz to 4 THz, with reflection loss < -20 dB in the microwave and < -40 dB in the THz band. Especially, an unprecedentedly excellent average absorption intensity of -53.9 dB (absorptivity over 99.999%) is obtained in the frequency range from 0.5 to 4 THz. We experimentally clarify that the gradient macrostructure together with the porous microstructure underlies the continuous impedance matching in such a large frequency range spanning about 3 orders of magnitude and leads to the consecutive strong EM absorption from microwave to terahertz. We believe that this absorber will offer multifunctional and multispectral applications in many scientific and technological fields.