High-performance polymer matrix nanocomposites based on poly(ether-sulfone) (PES) matrix reinforced with multi-walled carbon nanotubes (MWCNTs) were fabricated using planetary ball mill followed by hot pressing. Their electrical properties and the electromagnetic interference shielding effectiveness (EMI-SE) were investigated and discussed. A percolation threshold of about 0.65 vol% MWCNT was obtained. The electrical conductivity was increased by more than ten orders of magnitude at the percolation threshold and to approximately 0.01 S cm at 6.67 vol% (or 10 wt%) MWCNT. This is a significant improvement. The highest EMI-SE of about 29-30 dB (both in the X-band and K-band) was obtained for the 6.67 vol% MWCNT filled nanocomposites with a thickness of 0.9 mm. The specific EMI-SE of these nanocomposites were found to be higher than the literature values. The thermal stability and the char yield (measured at 900 °C) of the nanocomposites were found to be more than 470 °C and 40.6%, respectively.