Pyrite (FeS₂) is considered an attractive Na-storage anode owing to its abundance, environment friendliness and high theoretical capacity (894 mA h g⁻¹). However, it still remains great challenges to realize an applicable FeS₂ electrode with both high reversible capacity and long cycle life. In this study, micron-sized FeS₂@C composed of FeS₂ nanoparticles uniformly embedded in carbon matrix was investigated as a conversion-type anode for sodium ion batteries by coupling with various electrolytes. It is demonstrated that the electrolyte formulations, i.e., both solvents and Na salts, play vital roles in the Na storage performance of FeS₂. The combination of NaPF₆ and DME was highly advantageous for constructing robust SEI films with high Na⁺ conductivity, guaranteeing fast and reversible conversion reactions in the wide electrochemical window of 0.005–3 V (vs. Na/Na⁺). Owing to the fast charge transfer kinetics and high chemical compatibility between the electrolyte and electrode, the as-prepared FeS₂@C could deliver a high reversible capacity of 853 mA h g⁻¹ at 0.2 A g⁻¹ and 459 mA h g⁻¹ at 40 A g⁻¹, a remarkable initial coulombic efficiency of 84.7% and excellent cycling stability with capacity retention of 83.2% over 1000 cycles. These parameters prove the great potential of FeS₂@C in fulfiling commercial demands for wide range of energy storage applications.