In this work, we have successfully prepared CF_x-Cu cathode materials for primary lithium battery through a simple and novel in-situ chemical modification method with high-temperature calcination process. The structure, morphology, reaction mechanism and electrochemical performance of cathode materials were characterized by X-ray powder diffraction, high-resolution transmission electron microscopy, scanning electron microscope, energy dispersive X-ray spectroscopic, thermo gravimetric analysis, cyclic voltammetry and galvanostatic discharge. It can be inferred that copper oxide reacts with inert groups on the surface of CF_x to produce nano-copper particles, which increases the electronic conductivity and diffusion performance of lithium-ion in the CF_x-Cu cathode materials. Therefore, the composite exhibits excellent specific capacity, rate performance and power density. Specifically, the CF_x-Cu composites shows a high discharge specific capacity of 546 mAh/g, a maximum power density of 8393 W/kg, with a discharge voltage platform of 2.0 V at 5 C.