MXene, as a novel two-dimensional material, exhibits significant application potential in the field of electromagnetic interference (EMI) shielding due to its excellent electrical conductivity, mechanical properties, and chemical stability. This paper aims to comprehensively review and analyze recent research progress on MXene composites, systematically establishing the intrinsic relationship between their structural characteristics, preparation techniques, and performance. Firstly, the electromagnetic shielding mechanisms of MXene and its diverse preparation methods are summarized; subsequently, the focus is on the macro-structural design of MXene-based composites, with an in-depth analysis of the effects of thin-film, porous, and gradient structures on their electromagnetic shielding effectiveness. This analysis not only covers the modulation mechanisms of structural morphology on electromagnetic wave absorption, reflection, and scattering behaviors but also reveals the scientific laws of structure-performance relationships. Finally, current challenges faced by MXene-based EMI shielding composites are comprehensively evaluated, and potential opportunities in future research are prospected, aiming to provide scientific guidance for the further development and application of MXene-based electromagnetic shielding materials.