A high speed connector assembly includes a header and a receptacle. The header includes an array of first contacts arranged in lines and columns, each line of first contacts being grouped in pairs, each of the first contacts having a contacting portion and a number of first shields arranged besides corresponding lines of the first contacts, each of the first shields having a contacting portion. The receptacle has a main body. The main body defines a front face and a number of receiving holes in the front face. The contact portions of each pair of the first contacts and corresponding first shield are received in the same one of the receiving holes when the header and the receptacle are mated.