MXene could give better strength and toughness to the rigid polyurethane (RPU) at the same time, and its good conductivity could effectively improve the electromagnetic shielding performance of the composites. In this paper, MXene was added to the RPU matrix and prepared the MXene/RPU composite materials. With the MXene loading value of 0.1 wt%, the tensile strength and toughness of the composites increased by 43.4% and 47.5% compared to pure RPU, respectively. The strengthening and toughening mechanism of MXene in the RPU was also revealed. Moreover, the typical layered structure of MXene was beneficial to improve the electromagnetic shielding properties of the composites. The experimental results shown that the MXene/RPU composites were improved to 13.1 dB and 836% higher than that of the pure RPU (EMI 1.4 dB).