An electromagnetically shielded cable includes a shell having an end portion and a shield embedded in the end portion of the shell. A method of forming the electromagnetically shielded cable is also provided. The method includes the steps of inserting the end portion of the shield into a mold, and embedding the end portion of the shield in the shell. In one embodiment, the shell includes a connector extending from the shell and through an opening defined by the shield for embedding the shield in the shell. In another embodiment, the shield is embedded directly in the end portion of the shell.