Method for preparation of an adsorbent that comprises successive shaping stages by co-granulation of a faujasite-type zeolite powder A, with a powder B that consists of alumina, whereby the ratio per unit of mass of the powder A in the mixture of powders A and B is between 10 and 70%, for treatment under water vapor and drying.The invention also relates to a process for adsorption of organic contaminants that contain at least one heteroatom and that are present in an olefinic feedstock that comprises at least 50% by volume of hydrocarbons, whereby this process comprises the stage for bringing the olefinic feedstock into contact with the adsorbent that is obtained by the preparation method according to the invention.