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Core-shell structured sulfur composite nanoparticles (NPs) and their various derivatives have been widely inves- tigated as a promising cathode material for Li-S batteries (LSBs) thanks to their unique features in suppressing the lithium polysulfides shuttle effect, accommodating the sulfur electrode volume change, and providing abundant electrochemically active sites. The commonly used infiltration strategy falls short in producing a near ideal core- shell structure. Accordingly, the strategy of encapsulation, in which the prefabricated sulfur or sulfur precursor nanocore is encapsulated by a subsequently formed host shell has attracted broad interest, and this technique has significantly accelerated the LSB development. To advance the state of the art in producing encapsulated sulfur NPs, it becomes necessary to systematically survey the past relevant works and sum up research gaps. This review first takes an excursion to the infiltration strategy to highlight its limitations, followed by surveys on studies of synthesizing sulfur NPs, encapsulating sulfur NPs, and producing encapsulated sulfur NPs from metal sulfides. The strengths and weaknesses of each method, the resulted NPs, their electrochemical properties and the associated LSB performances are particularly emphasized. The rationales to design and the results of applying structural derivatives of the conventional core-shell configuration are then assessed. The encapsulated sulfur NPs applied in aqueous batteries are also discussed. This comprehensive review on sulfur encapsulation is concluded by a summary on further challenges and opportunities as well as our perspectives on possible future research directions, towards fundamental understanding and practical development of encapsulated sulfur NP-based LSB technology.