Sub-fluorinated carbon nanofibers (F-CNFs) can be described as a non-fluorinated core surrounded by a fluorocarbon lattice. The core ensures the electron flux in the cathode during the electrochemical discharge in the primary lithium battery, which allows a high-power density to be reached. The ball-milling in an inert gas (Ar) of these F-CNFs adds a second level of conductive sp2 carbons, i.e., a dual sub-fluorination. The opening of the structure changes, from one initially similar multi-walled carbon nanotube to small lamellar nanoparticles after milling. The power densities are improved by the dual sub-fluorination, with values of 9693 W/kg (3192 W/kg for the starting material). Moreover, the over-potential of low depth of discharge, which is typical of covalent CFx, is suppressed thanks to the ball-milling. The energy density is still high during the ball-milling, i.e., 2011 and 2006 Wh/kg for raw and milled F-CNF, respectively.