Motivated by the increase of stress over electromagnetic pollution issues arising from the fast-growing development and need for electronic and electrical devices, the demand for materials with high electromagnetic interference (EMI) shielding performance has become more urgently. Considering the energy consumption in real applications, lightweight EMI shielding materials has been attentive in this field of research. In this chapter, first of all, the EM theory will be briefly discussed. Secondly, the EMI shielding performance and corresponding mechanisms of three categories of lightweight materials, such as polymer-based composites, foams and aerogels, are reviewed. Finally, the summary and conclusions of this field will be addressed.