Herein, three polyoxometalates, namely K₃PW₁₂O₄₀·10H₂O, K₆[α-P₂W₁₈O₆₂]·14H₂O, and K₈H[P₂W₁₅V₃O₆₂]·9H₂O, were successfully prepared and used in the air/n-octanaloxidative desulfurization (ODS) system. Among the compounds, the Dawson-type polyoxometalate K₆[α-P₂W₁₈O₆₂]·14H₂O exhibited the best performance, with a 99.63% desulfurization ratio. Then, K₆[α-P₂W₁₈O₆₂]·14H₂O was supported on graphene oxide (GO) to obtain K₆P₂W₁₈O₆₂/GO. The prepared catalysts were characterized by Fourier transform infrared spectroscopy (FTIR), ³¹P nuclear magnetic resonance (³¹P NMR) spectroscopy, X-ray diffraction (XRD), scanning electron microscopy (SEM), energy dispersive X-ray (EDX) spectroscopy, transmission electron microscopy (TEM), and Boehm titration. Using K₆P₂W₁₈O₆₂/GO as a catalyst, a final sulfur removal ratio of 96.10% was achieved without extraction post-treatment due to the inherent adsorption capacity of the catalyst. In addition, the factors influencing the desulfurization process were investigated. The recovery experiment showed that the supported catalyst could be reused 5 times with slight catalyst deactivation. Finally, the reaction mechanism was proposed with the aid of gas chromatography (GC), gas chromatography-mass spectrometry (GC-MS) and contrast tests.