A method of preparing carbon nanotube/polymer composite having electromagnetic interference (EMI) shielding effectiveness is disclosed, which includes: dispersing multi-walled carbon nanotubes (MWCNT) in an organic solvent such as N,N-Dimethylacetamide (DMAc); dissolving monomers such as methyl methacrylate (MMA) and an initiator such as 2,2-azobisisobutyronitrile (AIBN) in the MWCNT dispersion; and polymerizing the monomers in the resulting mixture at an elevated temperature such as 120° C. to form a MWCNT/PMMA composite. The composite is coated onto a PET film, and the coated PET film alone or a stack of multiple coated PET films can be applied as an EMI shielding material.