Adsorption is a potential technology that is expected to meet NOx ultra-low emission standards and achieve the recovery of NO2. In this study, the adsorption/desorption behavior of NOx with competitive gases (e.g., H2O(g) and CO2) was studied on MFI zeolites with different Si/Al ratios and under different relative humidity (0~90% RH). Sample characterization of self-synthesizing zeolites was conducted by means of X-ray diffraction, Ar adsorption-desorption, and field emission scanning electron microscopy. The results showed that low-silica HZSM-5(35) showed the highest NOx adsorption capacity of 297.8 μmol/g (RH = 0) and 35.4 μmol/g (RH = 90%) compared to that of other adsorbents, and the efficiency loss factor of NOx adsorption capacity at 90%RH ranged from 85.3% to 88.1%. A water-resistance strategy was proposed for NOx multicomponent competitive adsorption combined with dynamic breakthrough tests and static water vapor adsorption. The presence of 14% O2 and lower adsorption temperature (25 °C) favored NOx adsorption, while higher CO2 concentrations (~10.5%) had less effect. The roll-up factor (η) was positively correlated with lower Si/Al ratios and higher H2O(g) concentrations. Unlike Silicalite-1, HZSM-5(35) exhibited an acceptable industrial desorption temperature window of NO2 (255~265 °C). This paper aims to provide a theoretical guideline for the rational selection of NOx adsorbents for practical applications.