Preheat the air fryer to 390°F (200°C) for 3–5 minutes.
A hot basket helps everything brown nicely.
Pat the shrimp dry with paper towels. Dry shrimp brown better and won’t steam in the basket.
Prep the veggies so they’re cut into similar, bite-size pieces. Keep broccoli florets small so they cook through quickly.
Mix the seasoning in a small bowl: Cajun seasoning, garlic powder, smoked paprika, a pinch of salt, and black pepper.
Taste a pinch and adjust salt if needed.
Toss the veggies in a large bowl with 1 tablespoon of oil and about half the seasoning blend until evenly coated.
Air-fry the veggies: Add them to the preheated basket in an even layer. Cook at 390°F (200°C) for 6–8 minutes, shaking halfway, until they start to soften and get some color.
Season the shrimp while the veggies cook. Toss shrimp with the remaining 1 tablespoon of oil and the rest of the seasoning until fully coated.
Add the shrimp to the basket on top of or nestled among the veggies.
Spread them out so they’re not stacked.
Finish cooking at 390°F (200°C) for 5–7 minutes, shaking once. Shrimp are done when pink, opaque, and slightly curled into a “C.” Don’t overcook or they’ll turn rubbery.
Taste and adjust seasoning with a pinch more salt or Cajun spice if needed. Squeeze fresh lemon over the top and garnish with parsley or green onion.
Serve as is, or over rice, cauliflower rice, quinoa, or warm tortillas.