The invention consists of a device (1) for connecting shielded cables (3) and an apparatus for testing shielded cable samples comprising said device. The device comprises: a first part (1.1), one end of which receives an external connector (N) and the other end of which includes a seat (1.1.2) that receives a pin connected to the core (3.2) of the cable (3); a second part (1.2) provided with a conductive contact surface (1.2.2) perpendicular to the axis of the cable (3) and connected to the screen (3.2) of the cable (3) by means of mechanical contact; an elastomer ring which exerts pressure on the shield (3.2) against the contact surface (1.2.2); and a pressure part (1.4) which exerts pressure on the elastomer ring (1.3). The parts are joined such that, between the seat (1.2.2) and the conductive contact surface (1.1.2), a cavity (1.2.4) is formed that is shielded by the first and second parts once mounted in operating mode. The device is suitable for performing surface transfer impedance measurement tests in order to control the quality of cable shields.