The invention discloses a radio frequency optical transceiver case having an electromagnetic shielding function. The radio frequency optical transceiver case comprises a box body, wherein the box body is made by all-aluminum milling, at least one interface is arranged outside the box body, at least one baffle plate is arranged in the box body and integratedly formed with the box body, an inner cavity of the box body is divided into a first cavity body, a second cavity body and a third cavity by the baffle plate, the first cavity body is provided with a power supply module, an optical isolation module susceptible to interference is arranged in the second cavity body, a pre-distortion correction and electro-optical conversion module which is difficult to generate an interference signal, a low-noise amplification unit and an impedance matching module are arranged in the third cavity body, and the first cavity body, the second cavity body and the third cavity body are electrically connected through a feed-through filter. With the adoption of a cavity division mode, components susceptible to interference are arranged in respectively closed spaces, components insusceptible to interference are arranged in the same divided cavity, and thus, the problem of electromagnetic compatibility of the radio frequency optical transceiver is solved better.