The coaxial arrays of AAO-CeO2 NTs have been successfully galvanostatically deposited on an anode, characterized and adopted as a catalyst for removing organic sulfurs from diesel. The influence of the main electrochemical oxidation factors on the efficiency of desulfurization have also been investigated. The results show that the fabrication process of AAO-CeO2 NTs is accompanied by the formation of a new phase, namely Al3Ce, and the main oxidation products of the diesel are soluble inorganic sulphides, especially Ce2(SO4)3. When compared with dibenzothiophene and 4, 6-dimethyldibenzothiophene, benzothiophene is much more easily removed, with a removal efficiency that reaches 87.2%. Finally, a possible electrochemical oxidation desulfurization pathway for diesel is proposed.