Lithium-sulfur batteries have currently attracted wide interest due to their high theoretical capacity, but the practical applications are being hampered by capacity decay, mainly attributed to the polysulfide shuttle. Here, we have designed a novel three-dimensional (3D) nanostructure of graphene hollow spheres (HGs) as the sulfur host. The 3D HGs were successfully prepared via a self-assembly method of wrapping graphene oxide (GO) on SiO2 spheres, and then followed by carbonization and etching of the SiO2. The impregnation of sulfur into the hollow graphene spheres lead to obtaining the HGs/S cathode, which reaches up a high sulfur loading of 90wt% in the composite (72wt % in the whole cathode). The HGs/S cathode material remains a high discharge capacity of 810mAhg−1 after 200 cycles at 0.5C rate. Furthermore, it demonstrates a low capacity-decay rate of 0.083% per cycle after 600 cycles at 1C rate. Compared with pristine reduced graphene oxide/sulfur composites (RGO/S), the as-prepared 3D self-assembled graphene hollow spheres HGs/S exhibit significantly improved electrochemical performances in terms of high specific capacity, remarkable rate capability and excellent cycling stability. These synergistic effects are achieved by more effective 3D ion/electron transport pathways, and efficient confinement of polysulfide dissolution and shuttling.