For the preparation of lightweight and high-performance electromagnetic interference shielding material, the poor dispersion of carbon nanotubes (CNTs) and weak interfacial strength degrade the mechanical properties of the polymer-based composite with extremely high filler contents. Herein cellulose nanofibers (CNFs) prepared by TEMPO-mediated oxidation exhibits a dispersive action for multiwalled carbon nanotube (MWCNTs) without chemical functionalization of the MWCNTs or the use of surfactant. Thus a 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 electromagnetic interference shielding effectiveness (EMI SE) of 45.8 dB in the X-band. Thanks to the all-fiber structure and the association between CNFs and MWCNTs, 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.