Adsorption desulfurization is a potential new method for deep desulfurization of fuel oil. The development of adsorbents with high adsorption capacity and selectivity is the core of deep adsorption desulfurization. The adsorption behavior of thiophene in MCM-41 mesoporous materials modified by various metal ions was studied in order to understand the adsorption desulfurization process of molecular sieves. The Fe-, Co-, and Zn-modified MCM-41 materials were prepared using a one-step in situ hydrothermal synthesis method. The modified MCM-41 molecular sieves maintained the mesoporous structure, and the metal ions had specific dispersion on the surface of the molecular sieves. Adsorption of thiophene on the surfaces of molecular sieves had both physical and chemical characteristics. The adsorption desulfurization performance of the modified molecular sieve was superior to that of the pure silica molecular sieve. In the simulated gasoline with sulfur content of 220 μg/g, when the amount of adsorbent used was 100 mg, the adsorptive desulfurization performance tended to be in equilibrium, and the optimum adsorption temperature was 30°C. Fe-MCM-41 and MCM-41 molecular sieves reached adsorption equilibrium after ~60 min, but the desulfurization rate of Co-MCM-41 and Zn-MCM-41 still increased slightly. The kinetic simulation results indicated that the pseudo-second-order kinetics adsorption model described well the adsorption process of thiophene on molecular sieves. The molecular sieve Fe-MCM-41 had the best desulfurization performance with an equilibrium adsorption capacity of 14.02 mg/g and the desulfurization rate was ~90%.