Architecture design and optimization are essential in improving the performance of lithium–sulfur batteries. Herein, an all-in-one sequential architecture of CoSe catalysts confined in MOF-derived nanoreactors (NRs) interfacially welded on carbon cloth (CC) is constructed using an in situ strategy (abbreviated: S@CoSe-NRs/CC). NRs with built-in CoSe (CoSe-NRs) have special microenvironments and domain-limited catalysis for efficient adsorption, catalysis, and deposition. The weld interface between the CoSe-NRs and the CC forms a continuous and robust all-in-one conductive network. Both experiments and theoretical calculations demonstrate that the S@CoSe-NRs/CC offers stable interconnectivity and efficient space utilization for high sulfur loads and rapid ion transport supply, providing a high initial discharge capacity of 1320 mA h g−1 at 0.1 C with a capacity decay rate as low as 0.003% per turn after 1000 cycles. This study offers unique insights and revelations for realizing the rational design of high-performance energy storage devices.