A method for shielding the magnetic field generated by an electrical power transmission line having at least one electrical cable. A magnetic shield is provided in a position radially external to at least one electrical cable. The magnetic shield has at least one pair of shielding layers made from different ferromagnetic materials, radially superimposed and having their maximum relative magnetic permeability increasing in a radial direction from the inside toward the outside of the magnetic shield. An electrical power transmission line provided with multiple-layer magnetic shield and a multiple-layer magnetic shield.