Here we report the construction of CoFe2O4 coating on carbon fiber and the coated paper was used as the interlayer between the separator and cathode of Li-S batteries. The amorphous CoFe2O4 coating was deposited by the industry-oriented spray pyrolysis technique and carbon fiber was completely enwrapped by the coating. Compared to the non-coated carbon fiber, the coated carbon fiber as the interlayer exhibits a superior reversible capacity of 1086 mA h g(-1) at moderate current of 0.1C and a low decay rate in the capacity of 0.043% per cycle after 1000 cycles at 1C. Excellent long-term cycling life and rate capacity were also achieved through the coated interlayer. The specially designed interlayer showed remarkable capability to trap effectively the intermediate LPS (lithium polysulfide). The significantly inhibited "shuttle effect" of LPS would give insight into designing and making the interlayer by using new coating materials for enhanced performances of the Li-S batteries.