A novel micro-/mesoporous composite material W-MCM-41 was synthesized through self-assembly of the zeolite W nanocrystal precursor. The hierarchical structure material inherited the combining advantages of the ordered mesopores of MCM-41 and the modulated acid properties of zeolite W. Different crystallization times of zeolite W and various molar ratios of CTAB/SiO2 were optimized to achieve good physicochemical properties of micro-/mesoporous materials, which were used to prepare the corresponding CoMo-supported catalysts. Various characterization methods were adopted to analyze the relationship between the catalytic performance and physicochemical properties of series catalysts. The CoMo/WMA catalyst presented the highest hydrodesufurization activity (93.4%) and the best octane number preservability (ΔRON = −1.3 unit), which could be attributed to desirable texture of support, moderate metal–support interaction, and highest sulfidation degree of active phases. The distribution of sulfide compounds in hy...