This study compares electromagnetic interference (EMI) shielding properties of injection molded versus compression molded multi-walled carbon nanotube/polystyrene (MWCNT/PS) composites, i.e., properties such as EMI shielding effectiveness (EMI SE), electrical conductivity, real permittivity and imaginary permittivity. The injection molded (MWCNT-aligned) samples showed lower EMI shielding properties than compression molded (randomly distributed MWCNT) samples that was attributed to lower probability of MWCNTs contacting each other due to MWCNT alignment. The compression molded samples showed higher electrical conductivity and lower electrical percolation threshold than the injection molded samples. The compression molded samples at MWCNT concentrations of 5.00 and 20.0 wt.% showed real permittivity two times and imaginary permittivity five times greater than the injection molded samples. The EMI SE for the compression molded samples at MWCNT concentrations of 5.00 and 20.0 wt.% was 15.0 and 30.0 dB, respectively, significantly greater than EMI SE for the injection molded samples. Lower EMI SE for the injection molded samples was ascribed to lower electrical conductivity, real permittivity (polarization loss) and imaginary permittivity (Ohmic loss). Comparison of the EMI shielding properties of the compression molded versus injection molded samples confirmed that EMI shielding does not require filler connectivity; however it increases with filler connectivity.