Described herein are semiconductor device packages with EMI shielding and related methods. In one embodiment, a semiconductor device package includes: (1) a substrate unit including a grounding element disposed adjacent to a periphery of the substrate unit and at least partially extending between an upper surface and a lower surface of the substrate unit; (2) a semiconductor device disposed adjacent to the upper surface of the substrate unit; (3) a package body disposed adjacent to the upper surface of the substrate unit and covering the semiconductor device; and (4) an EMI shield disposed adjacent to exterior surfaces of the package body. A periphery of the package body is laterally recessed, such that a connection surface of the grounding element is electrically exposed and electrically connected to the EMI shield. The grounding element provides an electrical pathway to ground electromagnetic emissions incident upon the EMI shield.