The known ability of several solvents to extract sulfur compounds selectively from petroleum fractions can be dramatically improved by oxidizing the sulfur from the divalent state (sulfide) to the hexavalent (sulfone). The oxidation process itself leads to the removal of a substantial portion of the existing sulfur and makes the remaining sulfur compounds amenable to efficient removal even by solvents such as methanol which are not effective in selective extraction of the unoxidized sulfur compounds. Thus this combination process is capable of removing up to 90% of the sulfur compounds in petroleum fractions at acceptable yields. The oxidation process has no deleterious effects on the distillation profile and other characteristics of the middle distillate fractions that were examined.