Lithium-sulfur (Li–S) batteries have received quite significant attention rooted from its ultra-high energy density. Nevertheless, the shuttle effect of dissoluble sulfurous intermediates is the primary obstacle which hinders their practical application. Herein, a porous carbon fiber membrane embedded with cobalt nanoparticles (Co–PCNF) was prepared by electrostatic spinning, then the active material was firmly fixed between the two layers of Co–PCNF to form a unique sandwich structure. With this strategy, an aluminum foil current collector can be replaced by the Co–PCNF sandwich structure, which is helpful to improve the energy density of Li–S battery as well as coordinate the volume change of sulfur in the process of charge and discharge, what's more, the shuttle effect is significantly inhibited. Results show that the as-assembled battery delivers an initial discharge specific capacities of 1013.3 mAh g−1 and 933.4 mAh g−1 at 0.5C and 1C, together with the decay rate of only 0.04% and 0.08% per cycle over 500 cycles, respectively. Moreover, the larger sulfur load (2.2 mg cm−2) still has the discharge specific capacity of 1009.8 mAh g−1 after 150 cycles at 0.2C. This Co–PCNF sandwich electrode may provide a new idea for the structural design for Li–S batteries.