Thermal batteries are used for military power sources that require robustness and long storage life such as missiles and torpedoes. $FeS_2$ powder is currently used for cathode materials because of its high specific energy density, environmental non-toxicity and low cost. However, large particle size of conventional $FeS_2$ has been deterred its possible application for higher power thermal batteries. In order to improve the power density, high energy ball milling of $FeS_2$ has been introduced to crush the micron-sized $FeS_2$. Discharge characteristics of the single cells fabricated with nano-materials and conventional $FeS_2$ powder were evaluated.