Polyacrylonitrile (PAN), and graphene oxide (GO), as conductive constituents, were made into a PAN/S/GO composite with sulfur by a solution processing technique. Morphological examination showed that the sulfur and PAN in the composite were wrapped by highly conducting wrinkled layers of GO, aiding in higher utilization of the active mass. The composite exhibited good cycling stability. The first-cycle capacity obtained with PAN/S/GO was 1402 mAh g−1 at 0.1 C rate with a Coulombic efficiency of 99%; furthermore, it delivered a capacity of 1096 mAh g−1 in the 50th cycle, which was higher than that of and S/GO composites. The improved performance is attributed to the adsorptive properties of GO as well as surface functional groups in GO, which aid in confining polysulfide species within the cathode architecture.