We report the mechanical property and electromagnetic interference shielding effectiveness (EMI SE) of poly(vinyl alcohol) (PVA)/graphene and PVA/multi-walled carbon nanotube (MWCNT) composite nanofibers prepared by electrospinning. The metal (Cu) was deposited on the resultant PVA composite nanofibers using metal deposition technique in order to improve the mechanical properties and EMI shielding properties. The resulting PVA composite nanofibers and Cu-deposited corresponding nanofibers were characterized by field emission scanning electron microscopy (FE-SEM), transmission electron microscopy (TEM) and wide angle X-ray diffraction (WAXD). Tensile tests were performed on the PVA/graphene and PVA/MWCNT composite nanofibers. The tensile strength of the PVA/graphene and PVA/MWCNT composite nanofibers was found to be 19.2 +/- 0.3 MPa at graphene content similar to 6.0 wt% and 12.2 +/- 0.2 MPa at MWCNT content similar to 3.0 wt%, respectively. The EMI SE of the Cu-deposited PVA/graphene composite nanofibers was significantly improved compared to pure PVA/graphene composite nanofibers, and also depended on the thickness of Cu metal layer deposited on the PVA composite nanofibers.