Nickel disulfide-coated graphitic carbon nitride (NiS2@g-C3N4) cathode materials for Li thermal batteries were successfully constructed using nickel nitrate hexahydrate and thiourea via a one-step solid-state combustion process. In this process, thiourea not only provides a sulfur source but also can undergo in situ polycondensation to produce a g-C3N4 coating. g-C3N4 as a protective layer helps to improve the thermal stability of NiS2 for prolonging the discharge time. Moreover, the inherent porosity of g-C3N4 provides sufficient channels for ion/electron transport to ameliorate electronic conductivity. Therefore, the prepared NiS2@g-C3N4 exhibits an impressive discharge specific capacity and specific energy of 572.4 mAh g–1 and 1001.6 Wh kg–1, respectively, at 100 mA cm–2 with a cut-off voltage of 1.5 V at 450 °C. It still delivers a specific capacity as high as 410.2 mAh g–1 even at a larger current density of 500 mA cm–2. Furthermore, the discharge reaction of NiS2@g-C3N4 is investigated using ex situ X-ray powder diffraction and transmission electron microscopy. Thus, this study offers a feasible preparation method for advanced transition metal sulfide cathode materials to benefit their large-scale application in Li thermal batteries.