An electrical connector includes an insultive housing and a terminal module retained in the insultive housing. The insultive housing defines an upper sidewall, a lower sidewall opposite to the upper sidewall and a pair of end walls connected with the upper and lower sidewalls, which together form a receiving cavity, each end wall defines a recess communicating with the receiving cavity. The terminal module defines a first module, a second module and a shielding member located between the first module and the second module. The shielding member is an integrated structure and defines a shielding portion, a plurality of elastic contacting arms projecting forwardly from the shielding portion and extending laterally, and a pair of locking portions bending into the corresponding recesses from the opposite sides of the shielding portion, the elastic contacting arms and the locking portions are exposed into the receiving cavity of the insulative housing.