This paper discusses the design of a kind of fractal film set showing good absorption for electromagnetic waves. Based on a simplified model, we have calculated analytically the reflectivity of the film set, and obtained a group of criterions for selection of suitable materials for the set layers so as to decrease the reflectivity. Numerical simulations have been done to obtain the reflectivity of some film sets constructed by ideal or practical materials selected according to the criterions. The results show that the reflectivity of the set decreases when the total degree number of the fractal increases. The lowest reflectivity obtained is 0.01.