Novel composite of reduced graphene oxide (RGO) and quasi-spherical FeS₂ microspheres self-assembled from nanocubes as high-performance anode materials for lithium-ion batteries (LIBs) have been prepared via a facile one-pot hydrothermal method. The prepared composite shows interconnected networks of reduced graphene oxide sheets with well-dispersed microspheres of which the diameter ranging from 0.5 µm to 1.0 µm and self-assembled from small-size cubic FeS₂ nanocrystals. The surface of microsphere is rough and cubic nanosized building blocks at 200-300 nm can be clearly observed under high magnification TEM. As an anode material for LIBs, it exhibits a very large reversible capacity of 1147 mAh g⁻¹ at the first cycle and maintains a high charge capacity of 1001 mAh g⁻¹ over 60 cycles at a current rate of 100 mAh g⁻¹, which is much higher than that of the theoretical capacity of graphite (372 mAh g⁻¹) and also very stable. Our results demonstrate that the composite can be a promising candidate as electroactive material for LIBs.