Excessive electromagnetic radiation produced by widely used electronic equipment not only harms human health but also affects the accuracy of precision instruments. To meet the growing demand for electromagnetic interference (EMI) shielding materials, various novel materials are investigated. As a natural biopolymer, cellulose possesses the merits of biodegradability, thermal stability, easy processability, and low cost. Owing to tremendous advantages, cellulose can be used as a substrate, binder, and derived carbon material for EMI shielding materials. Although many research papers on EMI shielding materials containing cellulose have been published, a detailed summary on them has not been acknowledged yet. Hence, this review is composed mainly to cover the structure and properties of cellulose, as well as electromagnetic shielding theory, which are explained in detail by using various research articles, review papers, and book chapters. And the recent applications of cellulose in EMI shielding materials are highlighted. It is hoped that the information gathered from previous studies can provide a reference for the fabrication of cellulose composites with higher EMI shielding performance in future research.