Preheat the air fryer to 400°F (200°C) for 5 minutes.
In a large bowl, combine the shrimp, 1 tablespoon olive oil, minced garlic, smoked paprika, salt, and black pepper. Toss to coat evenly.
In another bowl, toss the broccoli florets with the remaining 1 tablespoon olive oil and a pinch of salt.
Place the broccoli in the air fryer basket in a single layer. Cook for 5 minutes.
After 5 minutes, add the shrimp on top of the broccoli in a single layer. Cook for an additional 7 minutes, shaking the basket halfway through to ensure even cooking.
Remove the shrimp and broccoli from the air fryer and transfer to a serving dish.
Drizzle with fresh lemon juice and sprinkle with lemon zest. Toss gently to combine.
Serve immediately.