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Step 1
Peel the shrimp and set them aside in a single layer onto a baking sheet.
Step 2
Sprinkle a small amount of Old Bay Seasoning over the peeled shrimp.
Step 3
Cut the bacon pieces into thirds. Carefully wrap the bacon around the shrimp, taking care to tuck the bacon under the bottom of the shrimp.
Step 4
Prepare the basket of the air fryer with olive oil or with a nonstick cooking spray.
Step 5
Add the bacon wrapped shrimp to the basket of the air fryer. Take care to keep the bacon edge tucked under the shrimp.
Step 6
Cook on 390 degrees for 9-10 minutes, or until fully cooked.
Step 7
Carefully remove the shrimp from the air fryer and serve immediately.