Light‐weight and high‐performance electromagnetic interference (EMI)‐shielding epoxy nanocomposites are prepared by an infiltration method using a 3D carbon nanotube (CNT) sponge as the 3D reinforcement and conducting framework. The preformed, highly porous, and electrically conducting framework acts as a highway for electron transport and can resist a high external loading to protect the epoxy nanocomposite. Consequently, a remarkable conductivity of 148 S m−1 and an outstanding EMI shielding effectiveness of around 33 dB in the X‐band are achieved for the epoxy nanocomposite with 0.66 wt% of CNT sponge, which is higher than that achieved for epoxy nanocomposites with 20 wt% of conventional CNTs. More importantly, the CNT sponge provides a dual advantage over conventional CNTs in its prominent reinforcement and toughening of the epoxy composite. Only 0.66 wt% of CNT sponge significantly increases the flexural and tensile strengths by 102% and 64%, respectively, as compared to those of neat epoxy. Moreover, the nanocomposite shows a 250% increase in tensile toughness and a 97% increase in elongation at break. These results indicate that CNT sponge is an ideal functional component for mechanically strong and high‐performance EMI‐shielding nanocomposites.