A process, catalyst, and method of making a catalyst are provided for the selective hydrotreating of a selective hydrotreating feedstock comprising reacting the feedstock with hydrogen at hydrotreating conditions in the presence of a catalyst comprising a hydrogenation component and a support component. The hydrogenation component comprises a Group VIB metal component and a Group VIII metal component wherein the Group VIB metal component is present in an amount ranging from about 4 wt % to about 20 wt % and the Group VIII metal component is present in an amount ranging from about 0.5 wt % to about 10 wt %, both calculated as oxides and based on the total catalyst weight. The support component comprises from about 0.5 wt % to about 50 wt % of a magnesium component and from about 0.02 wt % to about 10 wt % of an alkali metal component, both calculated as oxides and based on the total catalyst weight. The present invention provides a process, catalyst, and method of making a catalyst resulting in higher selective hydrotreating feedstock octane at high levels of desulfurization, among numerous other benefits.