A comprehensive approach is reported to construct stable and high volumetric energy density lithium–sulfur batteries, by coupling a multifunctional and hierarchically structured sulfur composite with an in‐situ cross‐linked binder. Through a combination of first‐principles calculations and experimental studies, it is demonstrated that a hybrid sulfur host composed by alternately stacking graphene and layered graphitic carbon nitride embraces high electronic conductivity as well as high polysulfide adsorptivity. It is further shown that the cross‐linked elastomeric binder empowers the hierarchical sulfur composites—multi‐microns in size—with the ability to form crack‐free and compact high‐loading electrodes using traditional slurry processing. Using this approach, electrodes with up to 14.9 mg cm −2 sulfur loading and an extremely low electrolyte/sulfur ratio as low as 3.5: 1 µL mg −1 are obtained. This study sheds light on the essential role of multifaceted cathode design and further on the challenges facing lithium metal anodes in building high volumetric energy density lithium–sulfur batteries.