In a large bowl, combine the shrimp, olive oil, and Cajun seasoning. Toss thoroughly to coat the shrimp evenly.
Arrange the seasoned shrimp in a single layer in the basket of your air fryer. Cook the shrimp in batches if necessary to avoid overcrowding.
Air fry at 375°F for 4 minutes.
Flip the shrimp over and air fry for an additional 2 minutes, or until the shrimp are opaque and cooked through.
Garnish the cooked shrimp with a squeeze of fresh lemon juice and a sprinkle of chopped parsley. Serve alongside the garlic butter dipping sauce.