A facile and advanced architecture design of FeF3·0.33H2O impregnated CMK-3 nanocomposite (FeF3·0.33H2O@CMK-3) is presented. In the FeF3·0.33H2O@CMK-3 nanocomposite, mesoporous carbon CMK-3 can provide enough passageways for electron and Li+ transport to the confined nanosized FeF3·0.33H2O. The intimate conductive contact between the FeF3·0.33H2O nanoparticles and the carbon framework not only provides an expressway of electron transfer for Li+ insertion/extraction but also suppresses the growth and agglomeration of FeF3·0.33H2O during the crystallization process. As expected, the nanostructured materials exhibit impressive rate capability and excellent cyclicity. Remarkably, even under an ultrahigh charge/discharge rate of 50 C (the charge or discharge process takes a mere 72 s), the confined FeF3·0.33H2O@CMK-3 still shows a high specific capacity of 78 mAh g−1. By combining confined nanosized active material, high electron conductivity, and open framework, the FeF3·0.33H2O@CMK-3 nanocomposite demonstrates excellent high-rate capability and good cycling properties.