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In this work, carbon submicron fiber composites loaded with a cobalt-ferric alloy and cobalt-ferric binary metal compounds were prepared by electrospinning and high temperature annealing using cobalt-ferric acetone and ferric acetone as precursors and polyacrylonitrile as a carbon source. The phase transformation mechanism of the carbon submicron fiber-supported Co-Fe bimetallic compound during high temperature annealing was investigated. The electrochemical properties of the carbon submicron fiber-supported Co-Fe alloy and Co-Fe oxide self-supported electrode materials were investigated. The results show that at 138 °C, the heterogeneous submicron fibers of cobalt acetylacetonate and acetylacetone iron began to decompose and at 200 °C, CoFe₂O₄ was generated in the fiber. As the annealing temperature increases further, some metal compounds in the carbon fiber are reduced to CoFe₂O₄ alloy, and two phases of CoFe₂O₄ and CoFe-Fe-alloy exist in the fiber. After 200 cycles, the specific capacity of CF-P500 is 500 mAh g⁻¹. The specific capacity of the composite carbon submicron fiber electrode material can be significantly improved by the introduction of CoFe₂O₄. When the binary metal oxides are used as electrode materials for lithium-ion batteries, alloy dealloying and conversion reactions can occur at the same time in the reverse process of lithium intercalation, the two reactions form a synergistic effect, and the cobalt-iron alloy in the material increases the electrical conductivity. Therefore, the carbon submicron fiber loaded with CoFe₂O₄/CoFe has an excellent electrochemical performance.