Method for deep desulphurization of hydrocarbon fuels includes following steps: (1) treatment of a hydrocarbon fuel under the condition of its mixing with gaseous oxidant selected from the group consisting nitrogen monoxide, dry air, ozone and a mixture of at least two of said reagents in order to oxidize sulfur-containing compounds presented in said fuel, and with a fine-dispersed adsorbent based on montmorillonite in order to adsorb oxidized sulfur-containing compounds, and (2) separation of spent adsorbent together with adsorbed oxidized sulfur-containing compounds from refined fuel.