 In this study, La2O3 is synthesized by combustion method and then subjected to ultrafine ball milling to obtain La2O3 nanoparticles. In neopentyl glycol, La2O3 nanoparticles are coated on the surface of spinel LiMn2O4 ultimately obtaining La2O3 coating contents of 1.5, 3, 4.5, and 6 wt%. XRD characterization reveals that the nano La2O3 exhibits a favorable crystalline intensity, without impurities and the crystalline peak of La2O3 can be observed when the coating content is of up to 6 wt%. Successful deposition of a thin layer of La2O3 on the LiMn2O4 surface is confirmed by scanning electron microscopy, transmission electron microscopy, X-ray spectrum elemental plane scanning, and line scanning. Furthermore, inductively coupled plasma emission spectrography and electrochemical impedance spectroscopy analyses show that the nano-La2O3 coating significantly relieves the dissolution of Mn in LiMn2O4 materials, and also improves the electro-conductivity. The electrochemical performances of the coated LiMn2O4 samples are also investigated in this work. Compared with the pristine LiMn2O4, the LiMn2O4 coated with 3 wt% La2O3 exhibits a higher rate capability and better reversibility, exhibiting 103.5 and 90.6 mAh g−1 at 5 and 10 °C, respectively. After 100 cycles at 60 and 1 °C, the 3 wt% nano-La2O3-coated sample still exhibits a high-capacity retention of 91.68%.