The development of new materials for electromagnetic interference (EMI) shielding is an important area of research, as it allows for the creation of more effective and high-efficient shielding solutions. In this sense, MXenes, a class of 2D transition metal carbides and nitrides have exhibited promising performances as EMI shielding materials. Electric conductivity, low density, and flexibility are some of the properties given by MXene materials, which make them very attractive in the field. Different processing techniques have been employed to produce MXene-based materials with EMI shielding properties. This review summarizes processes and the role of key parameters like the content of fillers and thickness in the desired EMI shielding performance. It also discusses the determination of power coefficients in defining the EMI shielding mechanism and the concept of green shielding materials, as well as their influence on the real application of a produced material. The review concludes with a summary of current challenges and prospects in the production of MXene materials as EMI shields.