We present the comparative analysis of three Zn-based sorbents for the process of sulphur removal from hot coal gas. The sorbents were prepared by a slurry impregnation of TiO2, SiO2 and Al2O3, resulting in complex, multiphase materials, with the dominant phases of Zn2TiO4, Zn2SiO4 and ZnAl2O4, respectively. We have analyzed the effect of supports on the phase composition, texture, reducibility and H2S sorption. We have found that the phase composition significantly influences the susceptibility of the investigated materials to reduction by hydrogen. Zn2TiO4 have been found to be the easiest to reduce which correlates with its ability to adsorb the largest amount of hydrogen sulphide—up to 4.2 gS/100 g—compared to the other sorbents, which absorb up to 2.2 gS/100 g. In the case of Zn2SiO4 and ZnAl2O4, this effect also correlates with reducibility—these sorbents have been found to be highly resistant to reduction by hydrogen and to absorb much less hydrogen sulphide. In addition, the capacity of ZnAl2O4 for H2S adsorption decreases in the subsequent work cycles—from 2.2 gS/100 g in the first cycle to 0.8 gS/100 g in the third one. Computational analysis on the DFT level has shown that these materials show different thermodynamic stability of sulphur sites within the unit cells of the sorbents. For Zn2TiO4 and Zn2SiO4, the adsorption is favorable in both the first and second layers of the former and only the top layer of the latter, while for zinc aluminate it is not favorable, which is consistent with the experimental findings.