In this work, tungsten oxide (WOx) supported on SBA-15 (mesoporous silica) were prepared and applied for oxidative desulfurization of sulfur compounds in marine diesel containing about 230 ppmw of sulfur concentration. Prepared catalysts were examined by two steps; at first step, oxidation reaction carried out with hydrogen peroxide as oxidant and then the oxidized sulfur compounds were extracted by acetonitrile as solvent. Catalysts were characterized by using X-ray diffraction, X-ray fluorescence, X-ray photoelectron spectroscopy and N2 adsorption-desorption isotherms. Tungsten oxide exists as monoclinic crystal system on SBA-15 and over about 10 wt% of the WOx loading took the form of multi-layers on SBA-15. The 13 wt% WOx/SBA-15 catalyst exhibite highest activity, achieving about 76.3% sulfur removal in the reaction conditions, such as catalyst amount of 0.1 g, reaction temperature at 90 °C, reaction time for 3 h and O/S molar ratio of 10. One time oxidation reaction is enough oxidize the sulfur compounds in marine diesel completely. The repetition experiment of extraction process indicated that sulfur removal could reach 94.4% after 5 times.