Pyrite (FeS2), a promising potential anode material of sodium-ion batteries for its low cost and abundant mineral sources. The low conductivity, dissolution of soluble polysulfides and severe volume change lead to poor rate performance and terrible cyclic performance, especially for commercial bulk FeS2 material. These are the main handicaps for its large scale application in sodium ion batteries. In this work, we report a well-designed core-shell structured FeS2@rGO composite with two parts that are firmly linked by SiO2 nanoparticles. The introduction of rGO sheets can bring the following advantages: improved conductivity, prevention of loss of polysulfides, and buffering of volume change. Besides, combining the unique structure of FeS2@rGO and the control of cut-off voltage which avoids the formation of polysulfides, this FeS2@rGO composite exhibits improved cyclic and rate performances. It shows a reversible discharge capacity more than 310mAhg−1 at 0.2C which is approach to theoretical capacity (357mAhg−1 for the operation voltage range of 0.8–3V) and an enhanced cyclic performance. Furthermore, the electrochemical reaction mechanism was characterized which helps us have an insight of pyrite’s electrochemical behaviour.