In this work, a composite material for the adsorption removal of thiophenic sulfur compounds (TSCs) was prepared by loading Cu2O onto palygorskite using a simple and low‐cost impregnation method and characterized for its structure and morphology. The addition of Cu2O did not change palygorskite's structure, and the Cu+ was evenly dispersed in the palygorskite fibers. The palygorskite provided the adsorptive active centers Cu+ efficient surface and pore structure to increase the sulfur removal performance of palygorskite. The optimum desulfurization process conditions of the Cu2O/palygorskite were obtained experimentally and by response surface methodology. With solid/liquid mass ratio of 1/100 and temperature of 30°C, the maximum static adsorption capacity of the Cu2O/palygorskite in model oil, which was composed of n‐octane and a single TSC at 400 mg S/L, showed an increase of 639% for thiophene, 543% for benzothiophene, and 563% for dibenzothiophene compared to palygorskite alone. In addition, the pseudo‐second‐order kinetic and Langmuir isotherm model exhibited the most fitting results for thiophene adsorbing on the composite, indicating that chemisorption on a monolayer basis plays a key role in the adsorption process. To sum up, these results suggest the composite has some potential in the field of adsorption‐desulfurization materials.