Lithium-CFx (Li-CFx) primary batteries are widely used in different fields due to their high energy density (2180 W h/kg), stable discharge voltage, wide operating temperature range, and high security. At present, the preparation process for the commercial Li-CFx cathode mainly adopts a coating method, which may lead to low surface loading of active materials and uneven slurry coating, seriously affecting the electrochemical performance of the battery. In this paper, we present a new method for cathode preparation by an ammonium bicarbonate template method (ab-T method) assisted with roller pressing to solve the above problem. The CFx cathodes prepared by this method possess have a high surface loading (more than 20 mg/cm2) as well as abundant pores, which can ensure the fast transmission of ions and electrons in the thick electrode and the electrical contact between the active materials and electrolyte, thus effectively improving the energy density of the battery. Thanks to the above merits, the discharging specific capacity of the CFx-20ab cathode is up to 840 mA h/g (0.02 C). Even in a high discharge rate, an ultrahigh discharging specific capacity of 765 mA h/g at 0.1 C can still be obtained. Our research provides an effective way for preparing a high-mass-load cathode of the Li-CFx battery with high energy density.