A cable assembly (1) includes an insulative housing (2) having a number of terminals (3) received therein, a metallic shielding (4) at least partially enclosing the housing and defining a wall (424) with an opening (4242) therein, a conductive adapter (5) soldered to the shielding and having a tubular connecting portion (52) extending outward away from the wall and a round cable (6) including a bundle of wires (60) enclosed in an EMI (Electro Magnetic Interference) shielding (62). The wires extend through the opening to electrically connect with the terminals under a condition that the tubular connecting portion engageably and electrically enclosing the EMI shielding.