Based on the normal co-precipitation method to synthesize LiNi0.6Co0.2Mn0.2O2 cathode material, we propose a novel approach using a liquid nitrogen quenching method to synthesize Al2O3 coated LiNi0.6Co0.2Mn0.2O2 cathode material. In the whole process, liquid nitrogen was used four times to quench the materials from high temperatures (50 °C, 750 °C, 90 °C, 500 °C) to −196 °C rapidly in four stages. Various characterizations proved that this method could help to improve the electrochemical performance of lithium-ion batteries. Especially at 5 C rate current, after 100 cycles, the specific discharge capacities were 24.5 mAh/g (LNCM 622), 43.8 mAh/g (LNCM 622-LN), and 53.9 mAh/g (LNCM 622-LN@Al2O3). Liquid N2 quenching increased the charge/discharge capacities and the Al2O3 layer increased the cycle stability at high current, to finally obtain improved electrochemical properties.