A modular connector includes a housing, a circuit board located in the housing, a connector assembly connected to the circuit board, and a coil module mounted to the circuit board. The connector assembly includes a number of conductive terminals. The coil module includes a first coil module and a second coil module. The first coil module includes a number of first coils and a number of first coil groups. The second coil module includes a second coil. The second coil is divided into a number of second coil groups along its circumference. The first coil groups and corresponding second coil groups are coupled, thereby improving the electromagnetic shielding effect of the modular connector.