In this study, RGO was obtained by chemical hydrothermal reduction method, and ANF was prepared by chemical splitting method. With ANF with high mechanical properties as matrix, RGO with strong electrical properties was introduced, and RGO/ANFs composite aerogel with compressible spring back and high electromagnetic shielding efficiency was prepared by freeze-drying method. The effects of different amounts of RGO on the microstructure, electrical conductivity, mechanical properties and electromagnetic shielding properties of RGO/ANFs aerogels were systematically studied. The results showed that when the mass fraction was 20 wt.%, the electrical conductivity of the system was as high as 15.84 S/cm, and the electromagnetic shielding efficiency could reach 22 dB. When the 30% compression strain, the compressive stress could reach 21 kPa. The spongy porous structure increased the multiple reflection of the incident electromagnetic wave and improved the electromagnetic shielding performance, making the three-dimensional RGO/ANFs composite aerogel an ideal and efficient electromagnetic shielding material with both mechanical properties and electromagnetic shielding performance. The composite aerogel with both electromagnetic shielding and mechanical properties is expected to be used in communication, microelectronics, aerospace and other fields.