A coaxial cable (10) includes at least one conducting wire (110), at least one insulting layer (120) coating a respective conducting wire, at least one shielding layer (130) surrounding the at least one insulting layer, and a single sheath (140) wrapping the at least one shielding layer. The shielding layer includes a polymer material (134) and a plurality of carbon nanotubes (132) embedded in the polymer material. The coaxial cable is, advantageously, an electromagnetic interference (EMI) shield cable.