Acrylonitrile–butadiene–styrene (ABS) filled with 6 wt.% of multi-walled carbon nanotubes and graphene nanoplatelets was extruded in filaments and additively manufactured via fused deposition modeling (FDM). The electrical conductivity and electromagnetic interference shielding efficiency (EMI SE) in the frequency range between 8.2 and 12.4 GHz of the resulting 3D samples were assessed. For comparison purposes, compression molded samples of the same composition were investigated. Electrical conductivity of about 10−4 S·cm−1 and attenuations of the incident EM wave near 99.9% were achieved for the 3D components loaded with multi-walled carbon nanotubes, almost similar to the correspondent compression molded samples. Transmission electron microscopy (TEM) images of ABS composite filaments show that graphene nanoplatelets were oriented along the polymer flow whereas multi-walled carbon nanotubes were randomly distributed after the extrusion process. The electrical conductivity and electromagnetic interference (EMI) shielding properties of compression molded and FDM manufactured samples were compared and discussed in terms of type of fillers and processing parameters adopted in the FDM process, such as building directions and printing patterns. In view of the experimental findings, the role of the FDM processing parameters were found to play a major role in the development of components with enhanced EMI shielding efficiency.