Electromagnetic interference shielding materials being sufficiently stretchable at low temperatures have a wider range of applications. Herein, stretchable electromagnetic shielding films for low temperatures applications with segregated conductive networks were produced by a simple method of evaporating carboxylated nitrile butadiene rubber (XNBR) latex containing lithium bis(pentafluoroethylsulfonyl)imide (Li-PFSI) doped poly(3,4-ethylenedioxythiophene): poly(styrene sulfonate) (PEDOT:PSS). It is proved that the mechanical and electrical properties can be improved by changing the crystallization of PEDOT by doping. For the composite film with 4 wt% PEDOT:PSS and 1.4 mm thickness, electromagnetic interference shielding efficiency can maintain at about 60 dB at 100% strain and 48 dB at 150% strain, being the highest among stretchable EMI shields reported. At -10 °C and 100%, shielding efficiency of the composite film with 8 wt% PEDOT:PSS is about 32 dB, indicating that the stretchable film is promising in applications in wearable devices, flexible devices, etc. for EMI shielding at low temperatures.