Due to fast electron/ion transfer at interfaces, heterostructure catalysts can be used in lithium-sulfur (Li-S) batteries to boost sulfur-polysulfides-lihtium sulfide conversion and inhibit the polysulfides shuttle effect, thus giving rise to improved battery performance. However, traditional heterostructure catalysts still lack in the number of active centers that can guarantee high performance of Li-S batteries. Here, we designed and synthesized multi-heterostructured MXene/Fe3S4@FeSe2 catalyst through in-situ hydrothermal growth, sulfurization, and selenization steps. The resulting multi-heterostructure material is rich in vacancies and thus can provide more active centers than other heterostructured catalysts. Experiments and theoretical calculations show that MXene/Fe3S4@FeSe2 catalyst has a good synergistic conduction-adsorption-catalysis effect. Its high specific surface area and plural catalytic active centers can improve the conversion kinetics of LiPSs; the built-in electric field may reduce the energy barrier, and accelerate the electron/ion transfer. As a result, the Li-S battery assembled with MXene/Fe3S4@FeSe2 exhibits a high initial discharge capacity of 1185.6 mAh/g at 0.2 C (557.1 mAh/g at 5 C). Even at a high sulfur loading of 8.16 mg cm-2, the capacity retention rate is 82.4 % after 135 cycles. This work provides a new idea for the development of defect engineering in catalysts of Li-S battery.