Using FeS2 (pyrite) as an active material for cathodes in the thermal battery has received much more attention due to its abundant natural resources, cheapness, and excellent efficiency. Nevertheless, scientists take a large internal resistance issue of the FeS2 cathodes into urgent consideration, decreasing the electrochemical efficiency of typical Li–Si/FeS2 thermal batteries. In this study, we surveyed the effect of binders, thin-film thicknesses, and the addition of conductive carbonaceous additives such as carbon black (CB), super P (SP) and activated carbon (AC) on the FeS2 thin film cathode fabrication by applying the blade coating method. To obtain the FeS2 homogeneous slurry, we utilized the ball-milling process to reduce the FeS2 particle size from 8.7 μm to 0.9 μm. Subsequently, the FeS2 thin film with different thicknesses, expected to elevate mass loading causing higher capacity of thermal batteries, by means of the doctor blade was successfully fabricated from the homogeneous slurry comprising ball-milled FeS2 active material, polyvinylidene fluoride (PVDF) binder or sodium silicate (Na2SiO3) binder, accompanied with conductive carbonaceous additive; even without conductive carbonaceous additive, thin films were still capable of being produced. Among these samples, the thin-film type, mass loading from 1.4 to 3.6 mg/cm2 (corresponding to the doctor blade thicknesses in a range of 150–300 μm), manufactured from the slurry consisting of 80 wt% of ball-milled FeS2, 15 wt% of conductive carbonaceous additive (CB/SP/AC), and 5 wt% of PVDF binder will promisingly contribute to increasing electrochemical efficiency of thermal batteries, possibly on account of high mechanical durability.