In the field of electromagnetic interference (EMI) shielding with materials based on highly porous constructs, such as foams, cryogels, aerogels and xerogels, a significant challenge lies in designing structures that primarily absorb rather than reflect incident electromagnetic waves (EMWs). This goal necessitates a dual focus on the electrical conductivity and the internal porosity of the given porous material. To explore these issues, we fabricated various graphene oxide (GO)-based cryogels by molding, emulsion templating, chemically-induced gelation, freeze-casting, and liquid-in-liquid streaming. Following thermal annealing to enhance electrical conductivity for effective EMI shielding, we assessed the physicochemical, mechanical and structural characteristics of these cryogels. Notably, the cryogels exhibited distinct EMI shielding behaviors, varying significantly in terms of primary shielding mechanisms and overall shielding effectiveness (SET). For example, chemically-crosslinked cryogels, which showed the highest electrical conductivity, predominantly reflected EMWs, achieving a reflectance of approximately 70% and a SET of 43.2 dB. In contrast, worm-like cryogels, despite having a similar SET of 42.9 dB, displayed a unique absorption-dominant shielding mechanism. This was attributed to their multi-scale porosities and numerous internal interfaces, which significantly enhanced their ability to absorb EMWs, reflected in an absorbance of 54.7%. Through these experiments, our aim is to provide key heuristic rules for the structural design of EMI shields.