Described herein are semiconductor device packages with EMI shielding and related methods. In one embodiment, a semiconductor device package includes a grounding element disposed adjacent to a periphery of a substrate unit and at least partially extending between an upper surface and a lower surface of the substrate unit. The grounding element includes an indented portion that is disposed adjacent to a lateral surface of the substrate unit. The semiconductor device package also includes an EMI shield that is electrically connected to the grounding element and is inwardly recessed adjacent to the indented portion of the grounding element.