A method of treating refractory pollutants utilizes the pyrite cinder as catalyst which forms a heterogeneous Fenton system with H2O2 to catalyze H2O2 to generate hydroxyl radical (.OH) with strong oxidability and degrade the organic pollutants efficiently and quickly. The method comprises the following steps: (1) after the waste water is added in a reactor, a given amount of pyrite cinder original sample or activated and pretreated cinder is added in the waste water; (2) H2O2 solution is added in a mixed liquid of the waste water and the pyrite cinder so as to form an analogous Fenton reagent with the pyrite cinder; (3) stirring is carried out so as to lead the pyrite cinder, the H2O2 solution and the waste water to be mixed for reaction, and the stirring is stopped at the set reaction time; and (4) standing is carried out, the pyrite cinder is quickly precipitated and the supernate is discharged, so that the pyrite cinder can be reused. The invention discovers a novel analogous Fenton oxidation catalyst, extends the resource utilization ways of the pyrite cinder, achieves the purpose of controlling waste by waste and realizes the comprehensive utilization of the waste.