In recent years, problems related to electromagnetic interferences, originated by communication devices and electronic equipment, have become an important issue and the development of electromagnetic shielding materials has become of both social and scientific interest. In order to substitute dense metals that are normally used as electromagnetic shielding materials, it is possible to use conductive polymer composites. In our study, we prepared carbon-based thermoplastic elastomer composites of poly (styrene-b-ethylene-ran-butylene-b-styrene) (SEBS) and four different carbon fillers, graphene (GR), expanded graphite (EG), carbon black (CB), and carbon nanotubes (CNT), for electromagnetic interference (EMI) shielding applications. The electrical conductivity and EMI-SE of the composites were strongly dependent of the type and amount of carbon filler used. For both the electrical conductivity and EMI-SE the composites ranked in the following order of GR < EG < CB < CNT. The composite with CNT presented superior values in both analysis, probably due the higher aspect ratio of the CNT compared to the other fillers. For concentrations above 8 wt. % of CNT, the composite presented an electrical conductivity increase of 17 orders of magnitude, and EMI-SE higher than the minimum required for commercial applications (< 20 dB, < 99 %).