In this work, hollow FeS2 nanospheres were successfully synthesized via a simple hydrolysis method followed by annealing and a sulfidation process. These nanospheres have diameters of approximately range from 300 to 400 nm and shells about 50 nm thick. Due to the unique hollow structures, these FeS2 reveal excellent long-cycling performance through improving the ratio of the pseudocapacitance effects in total charge storage. At a current density of 1 A g−1, the FeS2 anode delivered a high capacity of 541.5 mAh g−1 after 100 cycles. More importantly, these FeS2 could retain a capacity of 313.5 mAh g−1 after 500 cycles at a high current density of 5 A g−1, and still achieve a capacity of 147.2 mAh g−1 after 400 cycles at a higher current density of 10 A g−1.