Abstract The colossal development of modern electronic devices has inevitably led to an increase in electromagnetic interference (EMI), which has gradually become the fourth most prevalent type of pollution in the world. It is therefore necessary to seek more effective EMI‐shielding materials to overcome the shortcomings of conventional metal‐based materials, which include high density, a lack of mechanical flexibility, low corrosion resistance and costly processing. Conductive polymer composites (CPCs) have attracted more and more attention due to their superiority in many aspects. However, their performances should be further enhanced for future applications. One polymer with only one type of filler often cannot meet this kind of requirement. In this paper, filled polymer materials for EMI shielding are reviewed in terms of their processing, rheological properties, conductivity, and shielding effectiveness. Moreover, the combination of different ingredients and fillers when fabricating multicomponent composites for EMI shielding is also highlighted. The coordination of various components in composites with different structures, including solid, segregated, layered/sandwiched, and foamed/porous structures, is then discussed.