Sulfur-multi-walled carbon nanotube composites were synthesized via two different strategies of a simple ball-milling process (S/MWCNT-1) and a two-step procedure of liquid-phase infiltration and melt diffusion (S/MWCNT-2). The influence of preparation method on the structure of the composite materials was investigated by X-ray diffraction (XRD), field emission scanning electron microscopy (FESEM), transmission electron microscopy (TEM) and thermogravimetric analysis (TGA). As compared to the S/MWCNT-1 composite, the sulfur in the S/MWCNT-2 composite was highly dispersed and partially embedded into the pores and hollow tubes of carbon nanotubes, leading to suppress the shuttle mechanism and therefore improve the discharge capacity and the cycle stability. The S/MWCNT-2 composite showed an initial discharge capacity of 866 mAh g− 1 and a capacity retention of 69% after 50 cycles at 0.5 C rate, much higher than S/MWCNT-1 composite. The impact of morphology of the composite electrodes on the electrochemical performance was further investigated by electrochemical impedance spectroscopy (EIS) and SEM techniques. Compared with the S/MWCNT-1 composite, the S/MWCNT-2 cathode well maintained its homogeneous and porous morphology after 50 cycles and a less formation of passive layer on the cathode surface was observed.