If not already done, peel and devein the shrimp, leaving the tails on for easier handling. Ensure the shrimp are dry by patting them with paper towels. This helps the seasoning stick better and ensures a crispy finish.
Place the shrimp in a bowl. Add the olive oil and Old Bay seasoning, tossing until the shrimp are evenly coated. The oil not only helps the seasoning adhere but also promotes even cooking in the air fryer.
Preheat your air fryer to 400°F (200°C). Preheating helps achieve a crispy texture on the shrimp.
Place the shrimp in a single layer in the air fryer basket, ensuring they're not overcrowded to allow for proper air circulation. You may need to cook in batches depending on the size of your air fryer.
Air fry the shrimp at 400°F (200°C) for about 6-8 minutes, or until they are pink, opaque, and slightly crispy. There's no need to flip them halfway through if your air fryer circulates air well.
Serve the shrimp immediately with lemon wedges on the side for squeezing over the top. Garnish with chopped parsley for a fresh touch if desired.