Low energy density is the key issue that needs to be addressed for sodium ion batteries. Antimony sulfide (Sb2S3) with high theoretical capacity is considered as an ideal anode, but it suffers from poor electrochemical activity and consequently, low energy density. Simple hollow Sb2S3 structures with high electrochemical activity offer high gravimetric energy density, while large internal voids significantly decrease the volumetric energy density. Here, multi-shell Sb2S3 was synthesized as an anode for sodium ion batteries, exhibiting much higher reversible capacity and gravimetric energy density than the pristine Sb2S3. Moreover, the multi-shell structure presents higher volumetric energy density with enhanced durability than its single-shell counterpart due to the optimized utilization of the inner void. Operando synchrotron-based X-ray powder diffraction (XRPD) was used to verify the enhanced electrochemical activity originated from more complete conversion electrochemical reactions. The multi-shell Sb2S3 design may provide a guide for the development of high-performance hollow structured anodes with preserved high energy density.