The invention relates to an electromagnetic shielding conductive connection device and method. The electromagnetic shielding conductive connection device comprises a heat shrink tube with an electromagnetic shielding conductive function. The heat shrink tube comprises, by weight, 90-100 parts of PVC resin, 4-6 parts of MBS resin, 20-40 parts of metallized graphite powder, 2-4 parts of ACR modifying agents, 1-3 parts of CPE, 7-9 parts of rare earth compound stabilizer, 0.4-0.6 part of stearic acid, and 0.4-0.6 part of liquid paraffin. The raw materials are proportionally mixed and kneaded, then compression, air exhaust, mixing, plasticization, extrusion and pelleting are carried out on the mixed and kneaded raw materials through a twin-screw extruding machine, and the palletized materials are put into a heat shrink tube extruding machine for production. The heat shrink tube can serve as a connector between a shielding layer of an audio/video signal line, a coaxial cable, a radio frequency line and other series of wires and cables and a metal plug, the heat shrink tube made of electromagnetic shielding conductive materials is arranged at a position which is between two conductive connecting objects and needs electric conduction in a sleeved mode, and then the shrink tube made of the electromagnetic shielding conductive materials shrinks by adopting instant high temperature, does not need any welding, is convenient and simple to use, and is high in applicability.