•CEI layer of S@pPAN cathode in Mg-S batteries was firstly investigated.•APC-based nucleophilic electrolyte was used as the electrolyte of Mg-S batteries.•Battery performance is enhanced using MBA-based non-nucleophilic electrolyte.•This work spark Mg-S batteries with low cost cathode materials and electrolytes. Magnesium-sulfur (Mg-S) batteries are an alternative electrochemical energy-storage system with higher safety as well as large theoretical volumetric energy density than lithium-sulfur (Li-S) batteries. Herein, we further research sulfurized-pyrolyzed polyacrylonitrile (S@pPAN) composite containing 47.3 wt% sulfur as cathode of Mg-S batteries with nucleophilic (PhMgCl)2-AlCl3 + LiCl/THF electrolyte. Except a significant restraint of the reaction between the nucleophilic electrolyte and the electrophilic sulfur, polysulfide dissolution and shuttle are effectively suppressed. Electrochemical performance is further enhanced using MBA-(MgCl2)2-(AlCl3)2 + LiCl/THF non-nucleophilic electrolyte with 677.9 mAh g−1 specific capacity and 75.9% cycling stability after 85 cycles at 0.1C. More effective CEI layers formed on the cathode with a lower electrode/electrolyte internal resistance play a key effect on the enhanced electrochemical performance. This work will attract extensive study on Mg-S batteries containing easily prepared electrolytes with a combination of S@pPAN cathode.