A contact module is provided for an electrical connector. The contact module includes a housing having a mating edge, a mounting edge, and a side. An electrical lead is held by the housing. The electrical lead extends from a mating contact to a mounting contact. The mating contact extends outwardly from the mating edge of the housing. The mounting contact extends outwardly from the mounting edge of the housing. An inner ground shield is mounted on the housing. The inner ground shield includes a housing side segment that extends over at least a portion of the side of the housing between the mating and mounting edges thereof. An outer ground shield is mounted on the housing. The outer ground shield extends over at least a portion of the housing side segment of the inner ground shield.