Described herein are semiconductor device packages with EMI shielding and related methods. In one embodiment, a semiconductor device package includes a circuit substrate, an electronic device, an encapsulant, and a conductive coating. The circuit substrate includes a carrying surface, a bottom surface, a lateral surface extending between the carrying surface and the bottom surface, a conductive layer, and a grounding ring. The grounding ring is in a substantially continuous pattern extending along a border of the circuit substrate, is exposed at a lateral surface of the circuit substrate, and is included in the conductive layer. The electronic device is disposed adjacent to the carrying surface and is electrically connected to the conductive layer of the circuit substrate. The encapsulant is disposed adjacent to the carrying surface and encapsulates the electronic device. The conductive coating is applied to the encapsulant and the grounding ring.