A mesoporous silica-supported molybdenum oxide catalyst with a cerium(Ce) modifier was prepared by in situ synthesis and used in a hydrogen peroxide (H2O2) system for the desulfurization of dibenzothiophene (DBT), benzothiophene (BT), and 4,6-dimethyldibenzothiophene (4,6-DMDBT) fuel oils. The catalytic performance of the catalyst was studied. The catalyst was characterized by Fourier Transform Infra-Red(FT-IR), X-ray diffraction (XRD), Brunner−Emmet−Teller (BET), and X-ray Photoelectron Spectroscopy(XPS). The influences of m(catalyst)/m(fuel oil), v(H2O2)/v(fuel oil), reaction temperature, and reaction time were investigated. The catalyst had excellent catalytic oxidation desulfurization performance under moderate operational conditions. The catalytic performance was in the order DBT > 4,6-DMDBT > BT. The kinetic analysis results showed that the reaction was a pseudo first-order kinetics process and the apparent activation energies of DBT, BT, and 4,6-DMDBT were 46.67 kJ/mol, 56.23 kJ/mol, and 55.54 kJ/mol, respectively. The reaction products of DBT, BT, and 4,6-DMDBT were DBTO2, BTO2, and 4,6-DMDBTO2, respectively. The recycling experiments indicated that DBT, BT, and 4,6-DMDBT removal could still reach levels of 94.0%, 63.0%, and 77.9% after five cycles.