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FeS2 belongs to sulfide, including pyrite of isometric system and marcasite of orthorhombic system. The FeS2 discovered in Gengzhuang, Shanxi Province, was growing in the form of whisker. The study with scanning electron microscopy and electron probe show that the mineral components of FeS2 vary regularly. The structure of natural nano-micron FeS2 whisker was determined by micro-Raman spectroscopy. The results show that there exist two types of structure in FeS2 whiskers: pyrite and marcasite. Marcasite presents irregular shapes, such as coarse lotus root joints, crude columnar or beaded. Pyrite exists in the shape of straight line and smooth surface. In the early growing stage, Gengzhuang FeS2 whisker was mainly marcasite-type structure; in the middle stage it was coexistent structure of pyrite- and marcasite-type; in the late stage it was mainly pyrite-type. The growing stages of the whisker FeS2 show the phase transformation laws. Moreover, during the growing process marcasite was growing with pyrite coated on. Study on FeS2 whisker structure shows that there are correlations between phase transformation laws of the structure and forms, and between the forming time and the composition characteristics.