Herein, the electromagnetic shielding performance of surface concave-convex (SC) and zig-zag micro-arrays was studied by using a simulation prediction and a three-dimensional (3D) printing custom model. Firstly, surface stripe concave-convex (SSC) and surface cylindrical concave-convex (SCC) micro-arrays with or without zig-zag micro-arrays are designed, and their shielding performance is simulated in multi-bands (C-, X-band). The multiwalled carbon nanotubes/polydimethylsiloxane composites (MWCNT/PDMS) with different SC structures and different electrical conductivity are molded in acrylonitrile-butadiene-styrene copolymer (ABS) molds which are printed by a 3D printer. The results show that the electromagnetic interference shielding effectiveness (EMI SE) of the samples can be enhanced by constructing the SC micro-arrays with zig-zag micro-arrays, and improving with the increase of conductivity and frequency. In addition, the shielding mechanism of the SC-MWCNT/PDMS composites is investigated and discussed by an electromagnetic simulation.