Nanostructured FeS2 has been synthesized and used as the cathode material in LiSi/FeS2 thermal batteries. With the same weight, the nanostructured cathode pellets are 23% thinner than conventional counterparts resulting in 31% increase of pellet density. Therefore, the volume of batteries can be reduced significantly. With the nanostructure, the electrode materials of the thermal batteries react more rapidly and completely during discharge resulting with a remarkable increase of energy output. The discharge tests show that the energy density of the nanostructured thermal batteries is two times higher (109 J/g) than the conventional counterpart (58 J/g). The nanostructured pellets are more robust mechanically than the conventional counterparts that could increase productivity and lower manufacturing cost.