There is an urgent demand for flexible, lightweight, mechanically robust, excellent electromagnetic interference (EMI) shielding materials. Two-dimensional (2D) transition metal carbides/nitrides (MXenes) have been potential candidates for the construction of excellent EMI shielding materials due to their great electrical electroconductibility, favorable mechanical nature such as flexibility, large aspect ratios, and simple processability in aqueous media. The applicability of MXenes for EMI shielding has been intensively explored; thus, reviewing the relevant research is beneficial for advancing the design of high-performance MXene-based EMI shields. Herein, recent progress in MXene-based macrostructure development is reviewed, including the associated EMI shielding mechanisms. In particular, various structural design strategies for MXene-based EMI shielding materials are highlighted and explored. In the end, the difficulties and views for the future growth of MXene-based EMI shields are proposed. This review aims to drive the growth of high-performance MXene-based EMI shielding macrostructures on basis of rational structural design and the future high-efficiency utilization of MXene.