Pyrite (FeS₂) has attracted growing attention as a pseudocapacitance electrode material for supercapacitors. However, the fast capacity fading and the poor cycling performance greatly hinder its practical application. Herein, a facile hydrothermal method coupled with an etching method has been used to synthesize passion fruit-like FeS₂@Carbon microspheres. The as-prepared materials exhibit excellent electrochemical performance with a high specific capacity of 278.4 F g⁻¹ at 1 A g⁻¹ and satisfactory cycling stability with 88.5% capacity retention at 8 A g⁻¹ after 10 000 cycles. The reason is that carbon as a shell and matrix can effectively prevent the volume changes of FeS₂ during the charge and discharge processes. Furthermore, we have investigated the cycling stabilities of the electrode materials at different current densities. The capacity retention is 44.7% at 3 A g⁻¹ after 4000 cycles and 57.7% at 5 A g⁻¹ after 10 000 cycles. The proposed strategy provides an effective method to relieve the capacity fading problem of FeS₂ electrode materials. More excitingly, increasing the current density can raise the cycling stability of the electrode materials during the charge–discharge process. Therefore, the as-prepared materials possess potential applications in the fast-charging field of supercapacitors.