Magnesium–sulfur batteries are elusive candidates for the post‐lithium‐ion battery. Their critical challenge for commercialization is rapid capacity fading due to polysulfide shuttle dissolution and slow kinetics during cycling. Insight into the free volumes, morphology, and structural evolution of the sulfur cathode in an Mg/S battery results in a deep understanding of the electrochemical reaction mechanism to further engineer an efficient electrode. In this work, a sulfur cathode with silicon carbide and graphene‐based material S_SiC_GNP is designed and characterized. The full cell based on the Mg anode and S_SiC cathode achieves a high initial discharge capacity of ≈600 mAh g−1 with short cycle life. Positron annihilation spectroscopy (PAL), X‐ray diffraction (XRD), and X‐ray photoelectron spectroscopy (XPS) combined with a scanning electron microscope are used to investigate defect states, free volume interconnectivity/morphology, and structure evolution of sulfur electrode at different electrochemical states. The results show growth in the free volumes and Mg2+ content upon discharge and shrinking upon recharge, while sulfur content is deficient upon demagnesiation. This work provides deep insight and an effective strategy helping to engineer an efficient cathodic material. Herein, a crucial issue associated with magnesium–sulfur batteries is addressed using positron annihilation spectroscopy: the complex interplay between the insertion/extraction of Mg2+ ion within the framework of the sulfur cathode and the evolution of the free volume voids at different electrochemical states. The results give a deep understanding of the electrochemical reaction mechanism to engineer an efficient electrode further.