Nanocomposites based on poly(styrene-b-ethylene-ran-butylene-b-styrene) (SEBS) and carbon nanotubes (CNTs) (SEBS/CNT)as well as SEBS grafted with maleic anhydride (SEBS-MA)/CNT were successfully prepared for electromagnetic shielding applications. Both SEBS/CNT and SEBS-MA/CNT nanocomposites were prepared by melt compounding and were post-processed using two different techniques: tape extrusion and compression moulding. The different nanocomposites were characterized by Raman spectroscopy and rheological analysis. Their mechanical properties, electrical properties (10 -2 -10 5 Hz) and electromagnetic shielding effectiveness (8.2-12.4 GHz) were also evaluated. The results showed that the CNT loading amount, the presence of MA in the matrix and the shaping technique used strongly influence the final morphologies and properties of the nanocomposites. Whilst the nanocomposite containing 8 wt% CNTs prepared by compression moulding presented the highest electromagnetic shielding effectiveness (with a value of 56.73 dB, which corresponds to an attenuation of 99.9996% of the incident radiation), the nanocomposite containing 5 wt% CNTs prepared by tape extrusion presented the best balance between electromagnetic and mechanical properties and was a good candidate to be used as an efficient flexible electromagnetic interference shielding material.