The development of structural fiber reinforced polymer composites with various additional functionalities is becoming a hot research area to achieve the application of multi-functional composites in the aerospace and automotive industries. An innovative material solution is 3D spacer composites with distinctive anisotropic structural characteristics. Herein, we report the manufacturing of multi-walled carbon nanotubes (MWCNTs) grafted of 3D spacer glass/epoxy multi-scale composites and their electromagnetic interference shielding efficiencies (EMSE). To manufacture multi-scale composites, we utilized dip coating, vacuum filtering, and vacuum infusion methods to introduce MWCNTs of the woven fabric, while we also modified the epoxy resin with MWCNTs to increase electrical conductivity of intrinsic insulator epoxy resin. Owing to the rectangular-shaped channel structure, which is beneficial for multiple reflection and scattering between top and bottom face sheets, the resultant 3D spacer multi-scale composite represented a good EMSE performance of -18.3 dB in the frequency range of 8.2-12.4 GHz with an increase of 107% comparing the corresponding neat composite counterpart. Moreover, we measured the in-plane conductivity as 1.89E-2 S/m after MWCNTs grafting, while the out-of-plane conductivity remained three times lower than the in-plane conductivity. Dynamic mechanical analysis revealed that the storage modulus increased almost three times with the MWCNTs grafting, while glass transition temperature shifted to higher temperatures (from 77.5 to 89.7 degrees C). Therefore, we anticipate that our study will expand the use of 3D spacer composites in the aviation and automotive industries.