A process for selective oxidative dehydrogenation of a hydrogen-containing CO mixed gas, comprising contacting a hydrogen-containing CO mixed gas raw material with at least one catalyst entity having an increased activity gradient disposed in a reactor under at least one reaction condition chosen from a reaction temperature ranging from 100 to 300° C., a volume space velocity ranging from 100 to 10000 h−1, and a reaction pressure ranging from −0.08 to 5.0 MPa, wherein the molar ratio of oxygen to hydrogen in the raw material ranges from 0.5:1 to 5:1.