An input/output (I/O) connector assembly includes an I/O connector module and a holder for accommodating the I/O connector module. The I/O connector module includes a plurality of I/O connectors and an Electro Magnetic Interference (EMI) shielding member located below each of the plurality of I/O connectors. The EMI shielding member includes a flat piece, a first resilient piece extending slantingly upwards from the flat piece, and a second resilient piece extending slantingly downward from the flat piece. A plurality of receiving holes is defined in the holder. The plurality of I/O connecters extends through and protrudes out from the plurality of receiving holes. The first resilient piece abuts a corresponding one of the plurality of I/O connectors. The second resilient piece abuts the holder.