A multilayered graded structure can maximize the electromagnetic interference (EMI) shielding properties of a nanocomposite for a specific amount of a conductive filler in a polymer matrix. In this study, multilayered graded nanocomposites of graphene nanoplatelet (GNP)/Ni/polymethyl methacrylate (PMMA) were developed to achieve enhanced EMI shielding behavior. Both multilayered and monolayered nanocomposites were fabricated by controlling the compositions of GNP/Ni in the PMMA matrix. The contributions of the multilayered nanocomposite to EMI shielding were investigated and compared with the shielding effectiveness of the monolayered nanocomposite. The multilayered nanocomposite shows enhanced shielding effectiveness of around 61 dB in the X-band, which is more than three orders of magnitude higher than that of the monolayered nanocomposite. It has been confirmed that the measurements of reflection, absorption and total shielding effectiveness are in good accordance with the theoretically calculated results. The primary shielding mechanism was absorption due to conductive dissipation. The enhanced absorption of electromagnetic waves is attributed to an abrupt increase in the conductivity between layers in the direction of wave propagation in a multilayered nanocomposite due to impedance matching with the air and internal reflection between layers.