Significant progress has taken place in the past few years in developing terahertz devices to make use of their superior capabilities in radio astronomy, security screening, chemical analysis, medical imaging, biological sensing, etc. With such advance in terahertz devices, electromagnetic interference shielding (EMI) in the terahertz frequency region is becoming significantly important. In this work, we examine the time-domain spectroscopy, THz-TDS, performance of carbon nanoparticles/epoxy nanocomposites. Two types of carbon nanoparticles (carbon nanofibers and multi-walled carbon nanotubes) with different carbon contents (0.5, 1.0, 2.0, 2.5 wt. %) were used to fabricate epoxy nanocomposites using both sonication and mechanical stirring processes and were experimentally investigated in terahertz (0.1-1.0 THz) frequency range. Shielding efficiency, together with the dielectric properties of both types of carbon-epoxy nanocomposites were studied and compared with that of neat epoxy as a reference. We demonstrate the potential use of carbon nanofibers and multi-walled carbon nanotubes for THz-EMI applications and show that the variation of carbon contents in epoxy matrix can greatly affect EMI shielding efficiency.