People spend two-thirds of their time in buildings. Building materials are, therefore, natural shielding for us. Many studies describe the shielding effect of non-building materials. This study evaluates the shielding effectiveness (SE) of electromagnetic fields for various building materials over a frequency range of 1 GHz to 9 GHz. Measurements of SE, reflection (R), and calculated absorption (A) were conducted to determine the shielding properties of mineral wool (MW), hardened polystyrene (PT), extruded polystyrene (PE), polyurethane board (PUR), brick wall (BW), brick wall filled with mineral wool (BW-MW), and concrete wall. The results demonstrate that MW, PT, PE, and PUR exhibit low SE and R, indicating minimal shielding capabilities, with absorption values that do not significantly deviate from the level of measurement uncertainty. Conversely, BW, BW-MW, and concrete wall materials exhibit high SE, with notably increased absorption at higher frequencies, highlighting their potential for effective EMI shielding. Particularly, the concrete wall presents the highest absorption values, making it a superior choice for shielding applications. Reflection trends revealed a plateau for BW in the 6 GHz to 9 GHz range, indicating a frequency-dependent behavior of shielding mechanisms. This study underscores the importance of balancing reflective and absorptive properties in shielding materials and suggests that composite materials may offer enhanced performance. The findings of this research provide guidance for the selection and design of shielding materials in environments with a frequency spectrum of electromagnetic frequencies from 1 GHz to 9 GHz.