Embedding sulfur species in carbonaceous materials or conductive polymer network has been widely regarded as the major approach to alleviate the lithium polysulfide dissolution in lithium-sulfur batteries’ cathodes. However, these conductive materials (as coating layer or host material) can only physically restrain polysulfides, since they usually provide open nanopores which could still be accessed by electrolyte. Therefore, the physical barrier can only slow down the escape of polysulfide but not eliminate the issue. Utilizing “chemical anchor” to develop sulfur host materials with strong chemical binding for polysulfide, rather than solely relying on the high surface area or pore structure for the physical confinement, is extensively explored recently. This review details the recent advances in developing active materials with strong chemical interactions between sulfur and host materials, covering sulfurized carbonaceous materials, organic sulfides, metal-stabilized sulfur and their potential application in energy storage. We also summarize our development of functional gradient C-S composite cathodes with high sulfur loading and good capacity retention.