Phosphomolybdic acid (HPMo) has been proved to be a highly active species for catalytic oxidation of sulfur compounds in fuel oil, but limited by its homogenous, soluble, and less-stable characteristics. In this work, the HPMo is encapsulated into a metal-organic framework (HPMo-x@MOF-199) to obtain a stable catalyst for oxidative desulfurization. It is found that the abundant channels of MOF-199 can accommodate and confine HPMo, which can effectively increase the HPMo loading amount and promote the stability of the catalytically active sites. Because of the confining effect, the HPMo-x@MOF-199 shows excellent performance and stability in catalytic oxidative desulfurization of 4,6-dimethyldibenzothiophene, which one of the is the most stubborn sulfides in fuel oil. Moreover, the catalyst can be recycled 9 times, showing much better stability than the sample without confining. Moreover, the oxidizing product (4,6-dimethyldibenzothiophene sulfone), a high value-added product, can be well separated. In addition, in the case of desulfurizing real diesel, the HPMo-x@MOF-199 catalyst also exhibits satisfying catalytic performance (reaches 90.2%), indicating its potential application perspective.