The cathode materials in the Na-ion battery system are always the key issue obstructing wider application because of their relatively low specific capacity and low energy density. A graphene oxide (GO) wrapped composite, Na2Fe2(SO4)3@C@GO, is fabricated via a simple freeze-drying method. The as-prepared material can deliver a 3.8 V platform with discharge capacity of 107.9 mAh g−1at 0.1 C (1 C = 120 mA g−1) as well as offering capacity retention above 90% at a discharge rate of 0.2 C after 300 cycles. The well-constructed carbon network provides fast electron transfer rates, and thus, higher power density also can be achieved (75.1 mAh g−1at 10 C). The interface contribution of GO and Na2Fe2(SO4)3is recognized and studied via density function theory calculation. The Na storage mechanism is also investigated through in situ synchrotron X-ray diffraction, and pseudocapacitance contributions are also demonstrated. The diffusion coefficient of Na+ions is around 10−12–10−10.8cm2s−1during cycling. The higher working voltage of this composite is mainly ascribed to the larger electronegativity of the element S. The research indicates that this well-constructed composite would be a competitive candidate as a cathode material for Na-ion batteries.