The “storage‐oxidation” cycle is an energy‐efficient process for removing low‐concentration volatile organic compounds (VOCs). However, due to the weak interaction between BTX compounds (benzene, toluene, and xylene) and commonly used adsorbent materials, how to prevent the BTX escape prior to oxidation remains a challenge. In this work, a comprehensive study on the critical factors influencing on the “storage‐oxidation” cycling removal of BTX are investigated. The study elucidated the relationship between different zeolites and their capacity for storing BTX. It was found that the adsorption of BTX onto various zeolites is greatly impacted by the pore size of the zeolite and the volatility of BTX. Particularly, toluene and/or m‐xylene could be preferential adsorbed by Cu2+ located on the ion‐exchange sites, forming strong bonding interactions that facilitating the in‐situ thermal regeneration. Furthermore, the experimental results suggest that a synergy between Cu2+ and CuO could accelerate the catalytic oxidation of BTX. These findings offer valuable insights for designing bifunctional catalysts for the “storage‐oxidation” cycling removal of BTX.