Radiation leakage is a serious problem in various technological applications. In this paper, radiation shielding characteristics of some natural rocks are elucidated. Mass attenuation coefficients (µ/ρ) of these rocks are obtained at different photon energies with the help of the EPICS2017 library. The obtained µ/ρ values are confirmed via the theoretical XCOM program by determining the correlation factor and relative deviation between both of these methods. Then, effective atomic number (Zeff), absorption length (MFP), and half value layer (HVL) are evaluated by applying the µ/ρ values. The maximum μ/ρ values of the natural rocks were observed at 0.37 MeV. At this energy, the Zeff values of the natural rocks were 16.23, 16.97, 17.28, 10.43, and 16.65 for olivine basalt, jet black granite, limestone, sandstone, and dolerite, respectively. It is noted that the radiation shielding features of the selected natural rocks are higher than that of conventional concrete and comparable with those of commercial glasses. Therefore, the present rocks can be used in various radiation shielding applications, and they have many advantages for being clean and low-cost products. In addition, we found that the EPICS2017 library is useful in determining the radiation shielding parameters for the rocks and may be used for further calculations for other rocks and construction building materials.