The electromagnetic pulse (EMP) is a destructive phenomenon which harms the building, telecommunication, and IT based infrastructure. Thus, it is required to reduce the effect of EMP using shielding materials. In the present study, we have used different thickness of concrete walls by incorporating 1 and 5 wt% of carbon black, as well as 100 µm thick Zn–Al coating using the arc thermal metal spraying method (ATMSM). The EMP was evaluated using waveguide measurement fixture for shielding performance of the concrete wall in the range of 0.85 to 1 GHz frequency. The results reveal that the maximum value, i.e., 41.60 dB is shown by the 5-300-N specimen before application of Zn–Al coating where the thickness of concrete wall was 300 mm and 5% carbon black. However, once the 100 µm thick Zn–Al coating was applied on concrete specimen, this value was increased up to 89.75 dB. The increase in shielding values around 48 dB after using the Zn–Al coating is attributed to the reflection loss of the metal thermal spray coating. Thus, the Zn–Al coating can be used for EMP application instead of metallic plate.