Because of rapid progress in the electronics industry, the market has faced a huge demand for novel materials in the field of electromagnetic interference (EMI) shielding. Conductive functional polymer composites have demonstrated great potential to fulfill this requirement. To synthesize the polymeric composites, functional conductive nanoadditives such as graphene, carbon nanotubes, and MXene are commonly added to polymeric matrices, and the conductive polymer nanocomposites exhibit promising electrical conductivity as well as EMI shielding performance. Additive manufacturing (AM), also referred to as three-dimensional (3D) printing, has been increasingly employed to fabricate complicated geometry components in the medical, aerospace, and automotive industries. AM has also been used to fabricate advanced EMI shielding materials for sensors, supercapacitors, energy storage devices, and flexible electronics. This review aims at introducing the different 3D printing methods applied for the fabrication of EMI shielding polymer nanocomposites. The impact of the AM process on the functionality of the samples is also reviewed. Additionally, the influence of the nanofiller type and amount on the microstructure and performance of the fabricated nanocomposites is discussed. Finally, the prospects and recommended works for future study are outlined.