Featuring with simple structure, fast response time, and high accuracy, the Rogowski coil (RC) type current transformers have been widely applied in diverse fields, for instance, smart grids, new energy generation, and rail transportation. Nevertheless, in practical applications, the measurement accuracy of the RCs is generally susceptible to interferences from external magnetic fields. As such, it is crucial to design a proper shielding magnetic layer in order to enhance the immunity of the RCs. In this paper, the characterization study of the shielding effectiveness for a specially designed shielding layer has been numerically carried out. In specific, the measurement accuracy of an RC with and without a shielding layer under non-uniform magnetic field interferences has been evaluated. In addition, the influence of the thickness of the shielding layer, the distance between the coil and the shielding layer as well as the material of the shielding layer has been comprehensively studied.