Compared to the significant progress achieved in the development of efficient electrolytes, identifying highly reversible cathodes offering high energies still remains challenging for the realization of practical Mg batteries. Due to the high charge density of divalent Mg2+ ions, innovative strategies are still needed to overcome the sluggish Mg2+ insertion and diffusion kinetics in high-voltage intercalation materials. The conversion reaction between a magnesium anode and sulfur cathode may enable an alternative electrochemical couple with potentially high energy density and low cost. Recent approaches to achieve sulfur compatible, non-corrosive and efficient electrolytes have paved the way for the development of magnesium–sulfur (Mg–S) batteries. In this chapter, we present the recent research results on Mg–S batteries with advanced electrolytes and discuss the remaining major technical issues and future prospects.