Among all primary lithium batteries, Li/CF_x primary battery possesses the highest energy density of 2180 Wh kg⁻¹. However, a key limitation is its poor rate capability because the cathode material CF_x is intrinsically a poor electronic conductor. Here, we developed a so-called “doing subtraction” method to modify the pinecone shaped fluorinated mesocarbon microbead (F-MCMB). The modified fluorinated mesocarbon microbead (MF-MCMB), manifests the advantage of open-framed structure, possesses good electronic conductivity and removes transport barrier for lithium ions. Thus, high capacity performance and excellent rate capability without compromising capacity can be obtained. A capacity of 343 mAhg⁻¹ and a maximum power density of 54600 W kg⁻¹ are realized at an ultrafast rate of 40 C (28A g⁻¹). In addition, the MF-MCMB cathode does not show any voltage delay even at 5C during the discharge, which is a remarkable improvement over the state-of-the-art CF_x materials.