In the present work, the nanocomposites based on different transition metal oxides like iron oxide (Fe2O3), zinc oxide (ZnO), silicon dioxide (SiO2), zirconium dioxide (ZrO2), and titanium dioxide (TiO2) in PVA matrix have been studied for their suitability as electromagnetic interference (EMI) shielding materials in the frequency range of 4-8 GHz (C-band) and 8-12 GHz (X-band). The nanocomposites containing 0.1, 0.5, 1.0, 5.0, and 10.0 wt% of oxides in the matrix were synthesised by solvent casting method. The EMI attenuation studies in 4-12 GHz frequency range were carried out using the Vector Network Analyzer R & S: ZVA40 method by measuring the loss due to reflection. The minimum reflectivity values for the composites containing Fe2O3, ZnO, SiO2, ZrO2, and TiO2 in PVA matrix at 10 wt% concentration level in the matrix were found to be -38.85 dB (10.4 GHz), -33.65 dB (10.4 GHz), -41.90 dB (10.4 GHz), -24.90 dB (11.0 GHz), and -32.90 dB (9.76 GHz), respectively. Based on these results, the SiO2- and Fe2O3-based composites, which also exhibit high thermal stability and mechanical strength, are found to be low-cost and efficient EMI shielding materials.