A probe station allows for effective EMI shielding of the passage of the probe through the wall of the housing of such probe station. The probe is freely movable in the X, Y and Z directions. The probe station comprises a housing having at least one aperture through which a probe can extend, a chuck for supporting a test device, the chuck being arranged inside the housing, at least one probe support for supporting a probe, the probe support being arranged relative to the housing such that a first portion of the probe extends into the housing through one of said apertures, at least one positioning mechanism enabling at least one of said probe and said chuck to move relative to the other, and is characterized in that at least one electrically conductive, elastic bellows is attached to the edge of an aperture which provides a variable passage for the probe.