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Sulfur with a high specific capacity of 1673 mAh g(-1) is yet to be used as commercial cathode for lithium batteries because of its low utilization rate and poor cycle stability. In this work, a tube-in-tube carbon structure is demonstrated to relieve the critical problems with sulfur cathode: poor electrical conductivity, dissolution of lithium polysulfides, and large volume change during cycling. A number of small carbon nanotubes (∼20 nm in diameter) and a high loading amount of 85.2 wt % sulfur are both filled completely inside a large amorphous carbon nanotube (∼200 nm in diameter). Owing to the presence of these electrically conductive, highly flexible and structurally robust small CNTs and a large CNT overlayer, sulfur material exhibits a high utilization rate and delivers a large discharge capacity of 1633 mAh g(-1) (based on the mass of sulfur) at 0.1 C, approaching its theoretical capacity (1673 mAh g(-1)). The obtained S-CNTs@CNT electrode demonstrates superior high-rate cycling performances. Large discharge capacities of ∼1146, 1121, and 954 mAh g(-1) are observed after 150 cycles at large current rates of 1, 2, and 5 C, respectively.