With the problem of electromagnetic interference (EMI) increasingly serious, the development of lightweight and flexible electromagnetic shielding composite films with excellent Joule heating performance and good mechanical properties is of great significance for modern electronic devices. In this study, we prepared aramid nanofiber/aramid nanofiber-poly(3,4-ethylenedioxythiophene):poly(styrene sulfonate)/polydopamine-modified reduced graphene oxide (ANF/APP/PRGO) composite films with excellent electromagnetic shielding properties and electrical heating properties by stepwise vacuum filtration. With high conductivity (124.10 S/cm) and multi-interface electromagnetic wave reflection caused by the layered structure, the composite films achieve an EMI shielding effectiveness (SE) as high as 40.52 dB at 8.2–12.4 GHz (X-band) with a low thickness (∼22 μm). At the same time, the composite films also exhibit excellent electrical heating performance with fast response and cycle stability, which can reach a surface saturation temperature as high as 127.6 °C under an applied voltage of 7 V. Therefore, it can be envisaged that the ANF/APP/PRGO composite films have certain practical application value in the fields of electromagnetic shielding and electric heating.