Polyurethane elastomer (PUE) has attracted much attention in impact energy absorption due to its impressive toughness and easy processability. However, the lack of continuous impact resistance limits its wider application. Here, an amino-siloxane (APTES) grafted WS2-coated MWCNTs (A-WS2@MWCNTs) filler was synthesized, and A-WS2@MWCNTs/PUE was prepared by using the filler. Mechanical tests and impact damage characterization of pure PUE and composite PUE were carried out systematically. Compared with pure PUE, the static compressive strength and dynamic yield stress of A-WS2@MWCNTs/PUE are increased by 144.2% and 331.7%, respectively. A-WS2@MWCNTs/PUE remains intact after 10 consecutive impacts, while the pure PUE appears serious damage after only a one-time impact. The improvement of mechanical properties of A-WS2@MWCNTs/PUE lies in the interfacial interaction and synergy of composite fillers. Microscopic morphology observation and damage analysis show that the composite nanofiller has suitable interfacial compatibility with the PUE matrix and can inhibit crack growth and expansion. Therefore, this experiment provides an experimental and theoretical basis for the preparation of PUE with excellent impact resistance, which will help PUE to be more widely used in the protection field.