Using lanthanum-doped graphene as nanofiller and poly(methyl methacrylate) as matrix, the electromagnetic shielding effectiveness and thermal stability of La-graphene/poly(methyl methacrylate) composites were studied. The temperature of maximum pyrolysis rate and electromagnetic shielding effectiveness of specimens obviously increased under low nanofiller loadings, whose peak value of shielding effectiveness is ca. 29 dB over the frequency range of 8.2-12.4 GHz.