You need three shallow bowls. Add flour, salt, and pepper to one bowl, egg to another bowl, and breadcrumbs to the third bowl. Start by coating the shrimp in flour, then dip it in the egg mixture, then coat it with breadcrumbs. Bread all the shrimp this way.
Preheat the air fryer to 400° F(200°C) for 3-5 minutes.
Lightly spray air fryer basket with oil and place shrimp in the basket leaving space between each shrimp. Lightly spray the tops of the shrimp.
Cook for 6 minutes. Flip shrimp over half way through cooking. Cook for 4 minutes per side for larger shrimp. Continue in small batches until all shrimp are cooked.