In this work, we studied the electrical and thermal properties of graphene nanoplatelet (GNP)/epoxy nanocomposites in terms of different variables, such as GNP type or dispersion time. The relationship between these parameters and the electrical and thermal properties of the samples was analyzed, focusing on samples over the percolation threshold (which is around 7 %wt). The best results were observed with 10–12% loading and a higher surface area, as the optimal electrical conductivity and an increase on the shielding effectiveness were achieved in the GHz range. Several characterization techniques, such as Raman spectroscopy and X-ray diffraction, were employed to analyze the GNPs after the sonication process, providing valuable information about the aspect ratio of the GNPs. The electromagnetic interference shielding (EMI) was studied between 100 MHz and 4 GHz, showing an increase in value with increasing GNP content, achieving a maximum of nearly 5 dB at 2 GHz. The influence of sonication on the results was analyzed, as sonication affects the morphological characteristics of nanoplatelets, introducing defects and modifying their aspect ratio. This shows the importance of the proper selection of sonication time to achieve the best dispersion state of the reinforcement within the epoxy matrix to achieve the maximum electrical conductivity and, thus, the optimal shielding performance.