A shielded antenna connector includes an insulating housing defining an electrical terminal receiving cavity therein, an electrical terminal received in the terminal receiving cavity, and a shield covering the insulating housing. A receiving space is formed between the shield and the insulating housing and configured to receive an antenna. The electrical terminal has a contact portion extending upwardly into the receiving space to electrically contact the antenna. Latch means is defined between the shield and the insulating housing for securing the shield to the insulating housing firmly. A pair of elastic pressing pieces is defined in the shield and slopes into the receiving space to compress the antenna tightly.