We report a novel composite, sulfur supported by multi-walled carbon nanotubes and coated with polyaniline (denoted as MWCNTs-S@PANI), as cathode of lithium-sulfur battery. MWCNTs-S is prepared by loading sulfur on MWCNTs via chemical deposition and coated with polyaniline via in situ polymerization under the control of ascorbic acid. The physical and electrochemical performances of the resulting MWCNTs-S@PANI are investigated by nitrogen adsorption-desorption isotherms, X-ray powder diffraction, thermogravimetric analysis, scanning electron microscopy, transmission electron microscopy, electrochemical impedance spectroscopy, and charge/discharge test. It is found that MWCNTs-S@PANI exhibits good cyclic stability and rate capability compared to MWCNTs-S as cathode of lithium-sulfur battery.