With the electronic products move towards to flexibility, miniaturisation and high frequency, conductive polymer composites (CPCs) with ultra-low thickness, outstanding electromagnetic interference (EMI) shielding effectiveness (SE) and excellent mechanical property are urgently needed. In this work, silver fractal dendrite/polyvinylidene fluoride (AgFD/PVDF) composite films featured with double structures (defined as two-step films) were fabricated by depositing an AgFD layer followed by the incorporating of PVDF. Thanks to the 3D fractal structures of AgFDs and highly efficient conductive network, the as-prepared two-step films exhibit high electrical conductivity of 4.18 × 10⁴ S·m⁻¹ at only 10 wt% AgFD loading and about 4.18 × 10⁵ S·m⁻¹ at 40 wt% loading. The excellent electrically conductive property endows the two-step films to achieve remarkable EMI SE of 46.8 dB in X-band and 42.7 dB in Ka-band at 10 wt% loading with thickness of 27 μm, and 83.3 and 105.0 dB with thickness of 33 μm as the AgFD loading up to 40 wt%, respectively. The two-step films also show high near-field EMI SE values of 46.9 ∼ 61.4 dB, which fully meets the practical commercial requirements. Additionally, the two-step films possess high flexibility and mechanical strength. Considering the outstanding electrically conductive, EMI shielding performances and excellent mechanical property, the two-step composite films present a huge potential for practical applications as high-efficient EMI protection.