Achieving rechargeable batteries with high-energy density, long cycle life and excellent rate capability is of significant importance for a vast energy-consuming society. Lithium sulfur (Li-S) batteries, attracting extensive attentions, are regarded as one of the most promising energy storage system. However, Li-S batteries are facing big challenges, owing to the fast capacity degradation, low Coulombic efficiency and poor rate capabilities. By adopting a dual confinement strategy, we successfully synthesized homogenous poly(3,4-ethylenedioxythiophene) (PEDOT) coated multi-chambered micro/mesoporous carbon nanocube encapsulated sulfur (P@CNC-S) composites. Sulfur is impregnated in individual interconnected multi-chambered micro/mesoporous carbon nanocubes, which act as the physical confinement and multilayered reservoirs for soluble lithium polysulfides. The PEDOT conductive polymer provides chemical bondings to soluble lithium polysulfides. When applied as cathodes in Li-S batteries, the P@CNC-S composites exhibited superior performances, including high specific capacities, long cycle life and outstanding high rate capabilities. Ex-situ TEM analysis confirmed the successful confinement of the dissolution of lithium polysulfides and volume expansion of the discharged product (Li
2S), which could contribute to the high Coulombic efficiency and excellent cyclabilities.