CoS2/CNTs composites were prepared by a facile and simple hydrothermal growth of CoS2 in the presence of carbon nanotubes (CNTs), as a novel approach of synthesizing cathode composites for thermal battery fabrication. The incorporation of CNTs in the CoS2 cathode materials thus synthesized effectively improved the electrical conductivity and discharge performance of the resultant cathode, without significantly compromising its thermal stability. The thermal battery cell fabricated with such a composite cathode and with a common Li–Si anode showed all functional features of a proper thermal battery cell. The specific discharge capacity at a cut-off voltage of 1.7 V was 219.8 mA h g−1, and the corresponding energy density was 387.2 W h kg−1. With a pulse current density of 500 mA cm−2, the battery delivered a pulse power of 2.45 W, and maintained 64% of this power after 30 pulses. Regarding thermal stability, the CoS2/CNTs cathode was stable at least at 625 °C.