Underwater acoustic vector sensors, for measuring acoustic intensity, are typically used in open water where electromagnetic interference (EMI) is generally not a contributor to overall background noise. However, vector sensors are also useful in a laboratory setting where EMI can be a limiting factor at low frequencies. An underwater vector sensor is designed and built with specific care for EMI immunity. The sensor, and associated signal processing, is shown to reduce background noise at EMI frequencies by 10–50 dB and 10–20 dB across the entire frequency bandwidth, as compared to an identical unshielded vector sensor.