Start by preheating your air fryer to 400°F (200°C). This ensures that your shrimp will cook evenly and get a nice crisp exterior.
If the shrimp are frozen, there's no need to thaw them. Take the coconut shrimp directly from the freezer.
Spray the air fryer basket lightly with cooking spray to prevent sticking, though this is optional as the shrimp typically have enough oil in the breading.
Place the coconut shrimp in the air fryer basket in a single layer. Make sure they are not touching or overlapping for even cooking.
Air fry the coconut shrimp for about 6-8 minutes. Halfway through the cooking time, you might want to flip the shrimp to ensure they are evenly crispy and golden brown.
The shrimp are done when they are golden brown and crispy on the outside. The internal temperature should reach 145°F (63°C) if you want to be extra sure, but usually, the color and texture are sufficient indicators.
Remove the coconut shrimp from the air fryer and serve them hot. They are great on their own or with a dipping sauce like sweet chili sauce or mango salsa.