Embodiments of the present invention relate to electromagnetic interference (EMI) shielding structures. Rectangular EMI shielding panels are formed that include a first and second ends. A pair of rectangular EMI shielding panels are affixed orthogonal to each other at their first ends. The pair of rectangular EMI shielding panels are successively overlapped with each other to thereby form a plurality of interconnected EMI shielding planes. The pair of rectangular EMI shielding panels are affixed to each other at their second ends to form a helical EMI shielding structure that unfolds to an unfolded state and folds to a folded state along its center axis. Here, the plurality of interconnected EMI shielding planes are each angularly offset from each other about the center axis to form a helical structure when in the unfolded state. The EMI shielding panels include an encapsulating layer and/or metallic layer.