Herein, we report on the synthesis of chlorinated sulfur doped carbon nanotubes (SClCNTs) with excellent oxygen reduction reaction (ORR) activity using the pyrolysis and thermal annealing methods. The morphology and quality of the materials produced were dependent on the synthesis method used. The pyrolysis of acetylene over a solution mixture of dichlorobenzene and thiophene resulted in the poisoning of the catalyst and inhibition of CNT growth. Thermal annealing of ClCNTs in the presence of sulfur at various temperatures (800 °C–1000 °C) resulted in production of SClCNTs with increased density. Materials produced at 800 °C revealed formation of metal particles clustered at the surface of the SClCNTs, whilst those produced at 900 and 1000 °C appeared much cleaner, with evidence of well-defined cube-shaped metal nanoparticles decorated at their surface. XRD and XPS revealed the identity of the metal nanoparticles as pyrite (FeS2). The formation of this pyrite nanoparticles was thought to have been initiated by the presence of defects on the walls of the ClCNTs because of chlorine incorporation. The formation of FeS2 nanoparticles was explained using the vapor-liquid-solid process. The enhanced graphitization of carbon materials due to loading of FeS2 nanoparticles on their surface was confirmed by Raman spectra analysis. The ORR activity was greatly enhanced after addition of sulfur into the ClCNTs, the greatest enhancement was observed for materials produced at 900 °C, annealing temperature.