Auxetic cellular structures have garnered huge research interest as a candidate for energy absorption due to their appealing features, including extremely high indentation resistance and fracture resistance. However, auxetic foams reported so far typically can only sustain a very limited loading force and impact with a counter-intuitive behavior. Here, we report a highly efficient sound and shock absorber based on three-dimensional (3D) auxetic foam with two-dimensional (2D) wrinkled graphene oxide. Compared with pure polyurethane foam, the auxetic heterostructured polyurethane foam interconnected with 2D corrugated graphene oxide shows a sound absorbing capacity of 99.7% at a frequency of 2,236 Hz and a shock energy absorbing time of 189% during the impact loading. The synergistic effects between 3D auxetic foam and 2D wrinkled graphene oxide result in stable compressive cycling performance, more indentation resistance, and more energy dissipation during local impact loads. This 3D engineered auxetic porous structure with 2D crumpled graphene oxide provides a new and cost-effective strategy to effectively absorb acoustic and shock energy.