Electromagnetic (EM) radiation pollution is increasing attention due to the popularization of electronic equipment. In recent years, various nanomaterials have been widely designed and developed for the enhancement of their EM interference shielding effectiveness (EMI SE). However, large amounts of reported reviews focus on carbon materials and transition metal carbides (e.g., MXenes), while the applications of metal nanocomposites in EM interference shielding are still suffering from the insufficient systematic analysis. Therefore, this paper provides comprehensive information on material selection, whole structural design, engineering preparation schemes and the latest cutting-edge techniques to elaborate the metal nanocomposites (thickness ≤1 mm) for EMI SE. We firstly describe the principle of EMI SE and structure design. Then we also investigate the material selection based on metals such as silver, copper, nickel, and their combinations with carbon materials or other materials. Finally, we compare the strengths and weaknesses of various preparation schemes and identify the state-of-the-art cutting-edge methodologies.