A sulfur–acetylene black (AB) composite was synthesized by thermally treating a mixture of sublimed sulfur and AB. The sulfur–AB composites were characterized by transmission electron microscopy (TEM), scanning electron microscopy (SEM), X-ray diffraction (XRD), and Brunauer–Emmett–Teller (BET) tests. From the results, we confirmed that sulfur was well dispersed on nano-scale and embedded inside nano-pores of the acetylene black with the steric chain structure in the composite. The electrochemical performance of the composite as cathode materials was evaluated by the galvanostatic method, cyclic voltammetry (CV) and electrochemical impedance spectra (EIS). The sulfur–AB composite, which can effectively confine the diffusion of dissolved polysulfides in organic electrolyte and stabilize the structure during the charge and discharge process, showed high capacity and good cycle performance. The discharge capacity of the sulfur–AB composite was maintained at 500 mAh/g after 50 cycles.