Mg batteries as the most typical multivalent batteries are attracting increasing attention because of resource abundance, high volumetric energy density, and smooth plating/stripping of Mg anodes. However, current limitations for the progress of Mg batteries come from the lack of high voltage electrolytes and fast Mg-insertable structure prototypes. In order to improve their energy or power density, hybrid systems combining Li-driven cathode reaction with Mg anode process appear to be a potential solution by bypassing the aforementioned limitations. Here, FeS (x) (x = 1 or 2) is employed as conversion cathode with 2-4 electron transfers to achieve a maximum energy density close to 400 Wh kg(-1), which is comparable with that of Li-ion batteries but without serious dendrite growth and polysulphide dissolution. In situ formation of solid electrolyte interfaces on both sulfide and Mg electrodes is likely responsible for long-life cycling and suppression of S-species passivation at Mg anodes. Without any decoration on the cathode, electrolyte additive, or anode protection, a reversible capacity of more than 200 mAh g(-1) is still preserved for Mg/FeS2 after 200 cycles.