Experimental tests devoted to the optimization of the neutron shielding for the ATLAS forward region were performed at the CERN-PS with a 4 GeV/c proton beam. Spectra of fast neutrons, slow neutrons and gamma rays escaping a block of iron (40×40×80 cm3) shielded with different types of neutron and gamma shields (pure polyethylene - PE, borated polyethylene - BPE, lithium filled polyethylene - LiPE, lead, iron) were measured by means of plastic scintillators, a Bonner spectrometer, a HPGe detector and a slow neutron detector. Effectiveness of different types of shielding agaisnt neutrons and γ-rays were compared. The idea of a segmented outer layer shielding (iron, BPE, iron, LiPE) for the ATLAS Forward Region was also tested