This paper deals with a comparative study on coupling of Element-free Galerkin(EFG) method and Infinite Element(IE) by IE's shape function. In this study, mapped infinite elements(mapped IE) and decay function infinite elements(decay IE) are coupled with the EFG method. A coupling procedure of EFG-Mapped IE is much easier to be integrated than a coupled EFG-Decay IE. A coupled EFG-IE method used well-defined functions to preserve the continuity and linear consistency on the interface of the EFG region and IE region. Several benchmark problems are solved to verify the effectiveness and accuracy of the coupling algorithms by IE's shape function. The numerical results show that the developed algorithms work well for the elastic problems with infinite boundaries.