The process of oxidation reactions and solvent extraction for coking diesel with hydrogen peroxide as an oxidant and methanol as the extractant was studied. The influences of the oxidants amount, reaction time, oxidation temperature, the ratio of oxidants to catalyst, the ratio of oil to extraction agent were investigated. The optimal operation conditions are as follows: reaction temperature 60 ℃，oxidation time 60 min，volume ratio of oxidants to diesel 0.1，formic acid as a catalyst，volume ratio of oxidants to catalyst 1.0; volume ratio of extraction to oil 1.0，extracting at room temperature for 20 min. The results show that the yield of diesel fuel is 93.0%，and the sulfur content of diesel can be reduced to less than 350 μg/g.