The preparation, microstructures, complex permittivity and the electromagnetic interference (EMI) shielding properties of plasma-sprayed ZrB2/Al2O3 ceramics were investigated. The sprayed ceramics displayed high dielectric losses in terms of a high imaginary part of the complex permittivity in the range of 120–150, indicative of exceptional EMI shielding performance. The total EMI shielding efficiency (EMI SE) of 30 wt% ZrB2 filled Al2O3 ceramics is greater than 31 dB at 25℃ and 44 dB at 600℃ in the range from 8.2–12.4 GHz with a thickness of 1.2 mm. In addition, the ZrB2/Al2O3 ceramics still maintain high EMI SE and a long-term life at high temperature (600℃ for 300 h). Therefore, ZrB2/Al2O3 ceramics may be good candidates for high temperature EMI shielding materials with high EMI shielding efficiency and a long-term life.