In this paper, the system-generated electromagnetic pulse (SGEMP) response generated on the shielded cable after X-ray irradiation in laser inertial confinement fusion facility is studied by the Monte Carlo and finite-difference time-domain (FDTD) method. A layered cable model is established according to the radiation environment in the target chamber of the SG-III laser facility, the Monte Carlo software MCNP5 is used to calculate the number of deposited charges, and a program is developed based on the FDTD method to calculate the electromagnetic field in the dielectric layer. Finally, the current response on the cable conductor is obtained using Ampere’s circuit law. The results showed that the peak current response on the cable with a length of 1 m is as large as 1.26 A with a frequency range of 0–5 GHz. Furthermore, some important parameters, such as the X-ray fluence, pulsewidth, X-ray energy, cable material, thickness of the shielding layer, and length of the cable, all have effects on the cable SGEMP.