A header transition connector includes a header housing having a first end and a second end with a separating wall separating a first cavity from a second cavity. The separating wall has signal contact openings and ground shield openings therethrough. Header signal contacts are held in corresponding signal contact openings and arranged in pairs carrying differential signals. The header signal contacts have first mating ends in the first cavity and second mating ends in the second cavity for mating with first and second receptacle connectors, respectively. Header ground shields are held in corresponding ground shield openings and have walls surrounding associated pairs of header signal contacts on at least two sides thereof. The header ground shields have first mating ends in the first cavity and second mating ends in the second cavity for mating with the first and second receptacle connectors, respectively.