CoFe₂O₄ nanofibers with fishbone-like structure were prepared by a electrospinning method followed with high temperature calcination, using polyvinylpyrrolidone (PVP), iron nitrate nonahydrate (Fe(NO₃)₃·9H₂O) and cobalt nitrate hexahydrate (Co(NO₃)₂·6H₂O) as raw materials. Results show that the crystallinity and grain size of nanofibers become larger with increasing calcination temperature. Meanwhile, the surface morphology of CoFe₂O₄ nanofibers changes from smooth to rough and porous. The morphology of CoFe₂O₄ nanofibers exhibits a fishbone-like structure with calcination temperature exceeding 800 ℃. The diameter of the fiber is gradually decreased with the increase of calcination temperature, and the average diameter of CoFe₂O₄ nanofibers calcined at 900 ℃ reaches 80.3 nm. By vibration sample magnetometer (VSM) test, the saturation magnetization (M_s) of CoFe₂O₄ nanofibers increases with the increase of calcination temperature, and the M_s of CoFe₂O₄ nanofibers calcined at 900 ℃ is 87.13 A·m²/kg. In a result of vector network analyzer (VNA) analysis, the microwave absorption performance is significantly different with calcination temperature changing. Among them the fibers calcined at 800 ℃ have the highest wave absorption ability. The microwave absorption mechanism of CoFe₂O₄ nanofibers mainly includes hysteresis loss and eddy current loss. The morphology of porous and fishbone-like generated by calcination can increase the reflection loss, for the reason that this morphology is beneficial for microwave reflection multiple times on the fiber surface.