Perovskite fluorides are attractive anode materials for lithium-ion batteries (LIBs) because of their three-dimensional diffusion channels and robust structures, which is advantageous for the rapid transmission of lithium ions. Unfortunately, the wide band gap results in poor electronic conductivity, which limits their further development and application. Herein, the cubic perovskite iron fluoride (KFeF3, KFF) nanocrystals (~100 nm) are synthesized by a one-step solvothermal strategy. Thanks to the good electrical conductivity of carbon nanotubes (CNTs), the overall electrochemical performance of composite anode material (KFF-CNTs) has been significantly improved. In particular, the KFF-CNTs delives a high specific capacity (363.8 mAh g-1), good rate performance (131.6 mAh g-1 at 3.2 A g-1), and superior cycle stability (500 cycles). Noted that the surface conversion reactions play a dominant role in the electrochemical process of KFF-CNTs, together with the stable octahedral perovskite structure and nanoscale particle sizes achieving high ion diffusion coefficients. Furthermore, the specific lithium storage mechanism of KFF has explored by the distribution of relaxation times (DRT) technology. This work opens up a new way for developing cubic perovskite fluorides as high-capacity and robust anode materials for LIBs.