Iron fluoride based on the multi-electron reaction is a typical representative among the new-style cathode materials for Lithium-ion batteries, which is attracting extensive attentions. To relieve the cathode dissolution and interfacial side reactions and improve the electrochemical performance of FeF3·0.33H2O, we design an ultra-thin Li3FeF6 protective layer, which is in-situ formed on the surface of FeF3·3H2O particles by a facile process. The prepared Li3FeF6/FeF3·0.33H2O (LF50) composite displays a superior rate performance (152 mAh g−1 at 1000 mA g−1), which is remarkable to many other carbon-free iron fluorides. And it is noticeable that a reversible capacity of 174 mAh g−1 can be retained after 100 cycles, indicating an outstanding cycling stability contrast to the bare FeF3·0.33H2O. The enhanced electrochemical performance is attributed to the protection of Li3FeF6 layer which reduces the cathode dissolution and interfacial side reactions. Moreover, the agglomeration of first particles in the calcination process is effectively suppressed resulting from the introduction of the Li3FeF6 protective layer, which promotes electrolyte penetration and charge transfer in the composites. It is expected that the strategy can provide a new approach for the modification of other metal fluoride.