A carbon nanotubes (CNTs) composite and its electromagnetic interference shielding effectiveness (SE) were investigated. Its absorptance, reflectance and shielding effectiveness (SE) were analysed. The CNTs composite has a shielding effectiveness (SE) of more than 25 dB (>99.68%) in frequency range from 30 MHz to 5 GHz. The testing results also demonstrate that the shielding mechanism of the CNTs composite is mainly EMI absorption of electromagnitic radiation. The high SE of the CNTs composite in the study is attributed to a high aspect ratio (>3000) and good conductive network of CNTs within the composite.