An electromagnetic wave absorber for use in the high frequency range above 1 Ghz and a composite member are characterized by the fact that magnetic metal grains are covered with ceramic above 20 volume %. Further, a method of manufacturing the electromagnetic absorber and the composite member is characterized by the fact that composite magnetic particles, in which a plurality of magnetic metal grains and ceramic are unified, are formed through a mechanical alloying method applied to a composite powder composed of magnetic metal powder and ceramic powder. The electromagnetic wave absorber can be used in a semiconductor device, an optical sending module, an optical receiving module, an optical sending and receiving module, an automatic tollgate in which erroneous operation due to electromagnetic wave disturbance is provided by use of the electromagnetic wave absorber.