Sunspots are known to be strong absorbers of solar oscillation modal power. The most convincing way to demonstrate this is done via Fourier-Hankel decomposition (FHD), where the local oscillation field is separated into in- and outgoing waves, showing the reduction in power. Due to the Helioseismic and Magnetic Imagers high-cadence Doppler measurements, power absorption can be investigated at frequencies beyond the acoustic cutoff frequency. We perform an FHD on five sunspot regions and two quiet-Sun control regions and study the resulting absorption spectra $alpha_ell( u)$, specifically at frequencies $ u$ > 5.3 mHz. We observe an unreported high-frequency absorption feature, which only appears in the presence of a sunspot. This feature is confined to phase speeds of one-skip waves whose origins coincide with the sunspots center, with $v_{ph}$ = 85.7 km/s in this case. By employing a fit to the absorption spectra at a constant phase speed, we find that the peak absorption strength $alpha_{max}$ lies between 0.166 and 0.222 at a noise level of about 0.009 (5%). The well-known absorption along ridges at lower frequencies can reach up to $alpha_{max}approx$ 0.5. Thus our finding in the absorption spectrum is weaker, but nevertheless significant. From first considerations regarding the energy budget of high-frequency waves, this observation can likely be explained by the reduction of emissivity within the sunspot. We derive a simple relation between emissivity and absorption. We conclude that sunspots yield a wave power absorption signature (for certain phase speeds only), which may help in understanding the effect of strong magnetic fields on convection and source excitation and potentially in understanding the general sunspot subsurface structure.