In this work, we explored a two-step oxidative desulfurization (ODS) approach using in-situ-generated peroxides in diesel by light irradiation. The supported catalysts were prepared by incipient wetness impregnation and characterized by N-2 adsorption test, X-ray diffraction, and X-ray photoelectron spectroscopy. Kinetic curves for peroxide generation by light irradiation and self-decomposition over a MoO3/SiO2 catalyst were measured. Catalytic activities of the catalysts for ODS were tested. Results showed that (a) the efficiency of peroxide generation in diesel under a mercury lamp was much higher than that under a xenon lamp at the same light intensity and can be enhanced at a higher temperature, (b) with in-situ-generated peroxides in diesel by light irradiation, the ODS conversion of catalysts followed the order of MoO3/SiO2 > V2O5/SiO2 > WO3/SiO2 and the conversion reached 75.6% using the MoO3/SiO2 catalyst at the reaction temperature of 45 degrees C at the O/S ratio of 8, and (c) accompanying the main ODS reaction with hydroperoxides over the MoO3/SiO2 catalyst in diesel, the competing side reaction of peroxide self-decomposition occurred and its kinetics increased dramatically with the reaction temperature. The overall ODS conversion may be affected by the diffusion of bulky refractory sulfur compounds in diesel on the catalyst, which can be enhanced by increasing the pore size of the MoO3/SiO2 catalyst. The two-step oxidative desulfurization approach provides a viable path to achieve clean diesel effectively under mild conditions without using costly hydrogen.