 Materials with yolk–shell structure have attracted wide attention and they have been applied in energy storage devices with long cycle life. Carbon (yolk)–MoS2 (shell) hierarchical microspheres were successfully prepared in this study by a facile one-step hydrothermal method. Scanning electron microscope and transmission electron microscope images showed that the carbon–MoS2 microspheres were obviously made up of carbon yolk and MoS2 shell. The diameter of the yolk and thickness of shell were 2.1 and 0.26 µm, respectively. The as-prepared carbon–MoS2 yolk–shell hierarchical microspheres displayed charge capacity of 120 F g−1 after 3000 charge and discharge cycles at the current density of 1 A g−1. The superior electrochemical performance of the as-prepared materials was attributed to the yolk–shell structure and smart combination between carbon and MoS2. The yolk–shell structure provided sufficient void space for expansion without causing shell damage, leading to stable structure with long cycle life. The possible formation mechanism for the carbon–MoS2 yolk–shell microsphere was also discussed according to the characterization results.