Solvent-free oxidative desulfurization can avoid environmental pollution caused by organic solvents as well as prevent loss of fuel during the oil-water separation process. In this work, first, hydrophilic ionic liquid gel microspheres with [BMIM]BF4 and PHEMA as the dispersion medium and gel network, respectively, were successfully prepared by using mesoporous silica microspheres as a supporting skeleton capable of stabilizing the gel through an anchoring effect, and then the catalyst [BMIM]PW and oxidant H2O2 were incorporated into the gel microspheres to construct a liquid compartment microreactor for deep desulfurization. The prepared microreactor (SiO2@[BMIM]PW/ILG-microspheres) has excellent extraction-catalytic capacity and exhibited ∼100% desulfurization ratio for a model oil of n-heptane with 500 ppm of DBT at 60 °C for 3 h without solvents. Additionally, the prepared microreactor can absorb hydrophilic desulfurization products after the reaction and has advantages of reusability and simple recovery without polluting the fuel oil, which is beneficial for potential petroleum industrial application.