With the advancement of modern technology, there has been a rapid rise in the electronic devices, and along with this growth, there has been an increased concern over the electromagnetic (EM) radiation emitted by these devices. Research into electromagnetic interference (EMI) shielding materials has been on the rise since it is known that the EM radiation generated artificially by a nuclear detonation is strong enough to destroy most modern electronic devices. Traditionally, metals have been used as the ideal shielding material simply due to their high shielding effectiveness (SE) that arises as a result of their high electrical conductivity. However, due to a few undesirable characteristics of these metallic materials such as the corrosion, there have been novel experiments into the development of other materials that can be used as an effective EMI shield. While some of these research work focuses on developing cementitious composites, others have focused on creating lightweight polymer-based shielding materials. This paper reviews such novel cementitious composite materials which have been developed to shield against EMI. The review emphasises the type of additives used in the fabrication of the composite giving rise to adequate SE as described in industrial standards.