The invention relates to a method for simultaneously adsorbing and removing sulfide and arene in diesel oil. The method comprises the steps of taking a molecular sieve, oxide or a metal-modified material as an adsorbent, enabling diesel oil to pass through a simulated moving bed, performing adsorption separation on sulfide and arene in the diesel oil to obtain a clean diesel oil component low in sulphur and high in cetane number, and at the same time introducing a strippant to obtain a heavy aromatic component containing sulfide. Through periodically switching a material inlet valve and a material outlet valve, an adsorbent bed layer moves relatively; by utilizing a rectifying tower, strippant separation recovery cyclic utilization can be realized and clean diesel oil and heavy aromatics are finally obtained. The adsorbing process provided by the invention has the characteristics of low operation temperature, low pressure, continuous operation, and low abrasion of the adsorbent, and the adsorbing process is relatively strong in removal capacity of sulfide and arene in the diesel oil; the desulfurization degree reaches 80 percent, and the aromatic removal rate reaches 60 percent.