This work fabricated flat, corrugated, and corrugated sandwich short-chopped carbon fiber (SCF) felt/epoxy resin matrix composites for understanding the effect of fiber orientation in three-dimensional space on electromagnetic shielding property. Electromagnetic interference shielding effectiveness (EMI SE) in X band was experimentally investigated and electromagnetic simulation was carried out for investigating the surface current distribution. The results show that EMI SE of corrugated SCF felt composite decreases from 39.8 dB to 18.7 dB (@8.2 GHz) when the angle between transverse corrugated direction and field polarization direction increases from 0° to 90°, indicating obvious in-plane anisotropic shielding property. Corrugated sandwich SCF felt composite consisting of two flat and one corrugated felts has excellent EMI SE (>70 dB) in X band, which mainly results from multiple reflection in corrugated core. This kind of composite possesses good anti-compression ability and great deformability, demonstrating great potential in application of structural–functional integration and light-weight shielding composites.