Because of two different metal cations in the crystal structures, binary transition metal oxides possess a lot of unique properties. ZnFe2O4 emerges from these transition metal oxides on account of its high theoretical capacity (1072mAhg−1). One-dimensional multi-walled carbon nanotubes (MWCNTs) would be a desirable conductive additive for ZnFe2O4, thereby improving the electrochemical performance of ZnFe2O4. In this work, we prepare ZnFe2O4/MWCNTs by solvothermal method with further heat-treatment. ZnFe2O4 nanoparticles are firmly anchored to the surface of MWCNTs. ZnFe2O4/MWCNTs nanocomposite displays high specific capacity (1278mAhg−1 at a current density of 200mAg−1 after 200 cycles, and 565mAhg−1 at a current density of 1500mAg−1 after 500 cycles), and good rate performance (367mAhg−1 even at a current density of 6000mAhg−1 after 80 cycles). The superior electrochemical performance may promote ZnFe2O4 to be a promising alternative anode in lithium-ion batteries.