Lithium/Carbon fluoride (Li/CF_x) primary batteries have been used in commercial applications, for example implantable cardiac pacemakers, due to their high energy density, long shelf life, and wide operation temperature range (-40^oC to 85^oC). However, the low electrical conductivity of CF_x leads to a serious initial voltage delay at the beginning of discharge and the low rate capability of Li/CF_x primary batteries. To overcome these issues, CF_x materials are mixed with manganese dioxide (MnO₂) to form hybrid cathodes due to a good rate capability of MnO₂. Generally, the electrolytic manganese dioxide (EMD) used as cathode materials in Li/MnO₂ primary batteries contains about 5% of water before heat treatment. The pristine EMD materials were heat-treated to reduce the water contents. However, water can be reabsorbed by cathode materials during processing and cathode formation. In this study, we investigated the effects of residual water contents in the pristine heat-treated EMD materials and as-fabricated CF_x-MnO₂ cathode electrodes on the self-discharge characteristics in Li/CF_x-MnO₂ primary batteries. Moreover, we investigated the effect of protective film on Li anode surface on the self-discharge characteristics in Li/CF_x-MnO₂ primary batteries. A protective film on Li anode surface was formed by immersing it in the electrolyte or carbon dioxide treatment. We believe that this study will provide useful guidance in the enhanced electrochemical properties and fabrication process of Li/CF_x-MnO₂ primary batteries.