A cable connector assembly, for mating with a complementary connector, includes a cable having a number of wires; and a connector comprising a contact module connected with the wires, a mounting ring attached to the cable, and a shielding shell attached to the mounting ring. The shielding shell and the mounting ring both have a number of screw threads to match with each other. An associated method of manufacturing the cable connector assembly comprises screwing the shielding shell onto the mounting ring.