The cathode material pyrite (FeS 2 ) (core) was coated with 2.5, 5.0, 7.5, and 10.0 wt% CoS 2 (shell) (denoted as FeS 2 @CoS 2 ) by the hydrothermal method and a subsequent heat-treatment to form composites with enhanced thermal stability and electrochemical performance. Importantly, results indicate indicated that CoS 2 particles with a complete crystal structure had been successfully coated on the FeS 2 surface. The sample coated with the optimal amount of CoS 2 , which was determined to be 7.5 wt%, showed the highest thermal decomposition temperature (610.6 • C) and excellent specific capacity (as high as 320 mA h g −1 at 520 • C and 200 mA cm −2 at a cutoff voltage of 1.6 V), in compared to that of pure FeS 2 (551.3 • C, 240 mA h g −1 ). Because CoS 2 is an excellent electrical conductor, the surface of FeS 2 is modified by CoS 2 , which leads to the change of the microstructure of FeS 2 surface, which enhances the intercalation of ionic electrolyte and enhances the electrical conductivity of FeS 2 . In the meantime, CoS 2 has high thermal stability and exhibits low solubility in the molten electrolyte, which reduces the elemental sulfur loss of FeS 2 during discharge and thereby increases the electrochemical capacity.