A novel conductive sulfur-containing nanocomposite cathode material was synthesized by heating the mixture of sublimed sulfur and multi-walled carbon nanotubes (MWNTs) in certain conditions. The cathode with MWNTs–sulfur nanocomposite (MSN) material shows the improvement of not only the charge–discharge capacity but also cycle durability. From the results, it is confirmed that the MWNTs shows a vital role on adsorbing sublimed sulfur and the polysulfides within the cathode and is an excellent electric conductor for the lithium–sulfur rechargeable system. It can effectively prevent the shuttle behavior of the lithium–sulfur battery.