For the preparation of lightweight and high performance electromagnetic interference shielding material, the poor dispersion of carbon nanotube (CNT) and the weak interfacial strength degrade the mechanical properties of the polymer based composite with extremely high filler contents. Herein cellulose nanofibers (CNF) prepared by TEMPO-oxidized exhibits a dispersive action for multi-walled carbon nanotube (MWCNT) without chemical functionalization of the MWCNT or the use of surfactant. Thus, the robust and flexible CNF/MWCNT composite film can be fabricated by simple vacuum filtration and hot-pressing method. This composite film (thickness 0.15 mm) shows an EMI SE of 45.8 dB in the X-band. Thanks to the allfiber structure and the association between CNF and MWCNT, it exhibits good flexibility and tensile strength up to 48 MPa, which is superior to other reported MWCNT-based films for electromagnetic shielding, giving it the potential to be used in flexible electronics and wearable devices.