Nano-structure designs with conductive networks have been demonstrated as an efficient strategy to boost sodium storage properties for transition metal sulfides. Herein, an exquisite nanosheets self-assembled hierarchical flower-ball-like CuFeS₂ embedded into the reduced graphene oxide (RGO) nanosheet matrix (F-CuFeS₂@RGO) is fabricated via a concise two-step solvothermal method. Such a well-designed architecture affords increased active reaction interfaces and enhanced mixed ionic/electronic conductivity. Meanwhile, the external RGO matrix can effectively alleviate the volume expansion and create a stable structure during long cycles. As a result, the composite material exhibits a high reversible capacity of 559 mAh·g⁻¹ at 0.1 A·g⁻¹, a superior rate capability of 455 mAh·g⁻¹ at 5 A·g⁻¹ and excellent cyclic stability with 96% capacity retention after 4800 cycles at 5 A·g⁻¹, among the best in the state-of-the-art transition metal sulfide anodes. Especially, F-CuFeS₂@RGO delivers outstanding low-temperature performances with a high capacity retention of 100% and 91% at −20 and −40 °C, respectively, over 200 cycles. The proposed hierarchical structure fabrication paves a new direction in the design of high-performance electrodes for all-temperature energy storage applications.