3Ce5Fe/ZSM‐5 adsorbent for simultaneously removal of H2S and SO2 mixture gas was prepared by wet impregnation method. The dynamic removal performance of H2S and SO2 mixture was investigated in a fixed bed reactor. The simultaneous adsorption removal mechanism of 3Ce5Fe/ZSM‐5 before and after Ce addition for H2S and SO2 mixture gas was discussed. Results show that the breakthrough sulfur capacity of 3Ce5Fe/ZSM‐5 is 211.4 mg S/g ads under temperature of 36 °C, space velocity of 500 h−1, the vapor content of 4 vol. % and oxygen sulfur ratio of 1, which is 14.5 % higher than that of 5Fe/ZSM‐5 (184.6 mg S/g ads). The sulfur species on 3Ce5Fe/ZSM‐5‐E exist in forms of S (43.5 %) and SO42− (56.5 %), and the sulfur selectivity is 18.4 % higher than that of 5Fe/ZSM‐5. The addition of Ce can improve the dispersibility and redox performance of Fe3+, resulting in the valence state of Fe3+ stable and increasing the selectivity of sulfur. Moreover, the addition of Ce can significantly improve low‐temperature removal activity of 3Ce5Fe/ZSM‐5 for H2S and SO2 mixture gas.