To improve the electrochemical performance of CF x for lithium primary batteries, a ball milling treatment of CF x and urea with various mass ratios is carried out in this paper. It is shows that the weight ratio of urea/CF x significantly affects the electrochemical performance of the ball-milled CF x . Electrochemical tests show that the modified CF x material exhibits excellent electrochemical performance with much enhanced rate capacity, improved discharge platform, and lowered initial potential delay compared with the untreated CF x . In detail, when the weight ratio of urea/CF x is 5, the material delivers a discharge capacity of 550.6 mAh g−1 with a high power density of 10309 W kg−1 (at 5000 mA g−1 and 25 °C) and exhibits an excellent electrochemical stability at low temperature of 5 °C (power density up to 5922.5 W kg−1 at 3000 mA g−1). The outstanding electrochemical performance is mainly due to the synergistic effect of enlarged interlayer distance, decreased particle size, and increased surface area, which resulting in improved the electrochemical reaction activity, decreased reaction resistance, and facilitated lithium ions diffusion.