Wearable sensors with body motion sensing networks mark a transformative era in diagnosing and rehabilitating muscular and neurological diseases. However, the integration and multi-functionality of such wearable sensors inevitably lead to heat accumulation, electromagnetic radiation, and structural failure within electronic components, not only interfering with the normal use of devices but also endangering human health. Herein, a self-healing waterborne polyurethane (WPU) composite with a high thermal conductivity (TC) and an exceptional electromagnetic interference (EMI) shielding performance is prepared via a layer-by-layer self-assembly process of modified graphene nanoplatelets (denoted as XP/G) using polydopamine/polyethyleneimine co-crosslinking and carboxylic acrylonitrile butadiene rubber latex via vacuum filtration. The subsequent hot-pressing yields densely interconnected XP/G in the WPU matrix and forms WPU-based composites featuring nacre-mimetic microstructures and layered architectures. The resulting WPU-based composites exhibit a superior TC of 113.6 W (m·K)−1, an excellent EMI shielding effectiveness of 67 dB, and a high self-healing efficiency of over 90%. Furthermore, based on the triboelectric effect, the WPU-based composites are constructed as smart insoles for real-time gait recognition and falling detection. Overall, the proposed innovative approach has the potential for prolonging the service life of wearable electronic devices for long-term use, promising for future flexible devices in human-computer interaction and smart healthcare.