The arrangement and construction of 1D carbon nanotubes (CNTs) into frameworks with two or more levels of structures is an essential step to demonstrate their intrinsic properties and promising applications for energy storage. Single-walled CNTs (SWCNTs) are considered to have more excellent properties compared with multiwalled CNTs (MWCNTs), however, how to appropriately use SWCNTs as building blocks for nanocomposite electrodes is not well understood. Here, a composite cathode containing SWCNT@S coaxial nanocables for Li-S battery is fabricated by a facile melt-diffusion strategy. Beneficial from its sp2 carbon nanostructure, higher specific surface area, larger aspect ratio, and interconnected electron pathway, the SWCNT@S cathode have reversible capacities of 676, 441 and 311 mAh g−1 for the first discharging at 0.5 C, 100th discharging at 1.0 C, and discharging at 10.0 C, respectively. These capacities are much higher than the corresponding capacities of the MWCNT@S cathode. By introducing polyethylene glycol (PEG) as a physical barrier to trap the highly polar polysulfide species, the PEG modified SWCNT@S cathode afforded improved reversible capacities. The cycling stability of the reversible capacities is expected to be further improved. The SWCNTs can serve as scaffolds for Li-S battery with much improved energy storage performance.