It is a difficult issue in preparing composite materials with high mechanical properties and excellent electromagnetic interference (EMI) shielding performance. In this paper, preformed conductive network structure formed by Ag@T-ZnO and graphene nanosheets (GNS) was poured into epoxy resin (EP), and the Ag@T-ZnO/GNS/EP composites with deposited structure can be obtained by the curing process of EP. The influence of the mass ratio of Ag@T-ZnO and GNS on the EMI shielding effectiveness (SE) and mechanical properties of the composites was systematically studied. When the mass ratio of Ag@T-ZnO and GNS is 9:1 and the total filler loading is 20 wt%, the average EMI SE of the composites can reach 83.8 dB due to the deposited structure and the synergy between Ag@T-ZnO and GNS. The tensile properties of the composites can reach 51.6 MPa at the same time. This paper provides a new thought for designing composite materials with high mechanical properties and excellent EMI shielding performance.