Fast mass transfer and gas diffusion is crucial to high performance coal gas desulfurization sorbent. In this paper, ZnO/M41-M sorbent is prepared via hydrothermal, in-situ pre-desulfurization and oxidation, combined with microwave treatment for hydrogen sulfide removal. As revealed by the desulfurization test at 500 °C, the highest sulfur capacity of 12.45 g S 100 g-1 sorbent has been achieved upon the ZnO/M41-M sorbent, which can be attributed to the rich pore structures, high activity and well dispersed reaction sites. Methods like N2 adsorption-desorption, scanning electron microscopy (SEM), transmission electron microscopy (TEM), X-ray diffraction (XRD), and X-ray photoelectron spectroscopy (XPS) were applied to characterize the property of sorbents. According to the results, the active components obtained through in-situ method are dispersed uniformly as revealed by the comparison of four preparation methods. Meanwhile, compared to the conventional in-situ heating, microwave radiation reduces the formation of Zn2SiO4 (Zn element: 7.64–7.31 wt.%) with low activity to H2S, maintains better channel structure, and promotes the in-situ oxidation rate (89.56%). After oxidation, the collaboration of S2- preoccupation and microwave effect provides enough space for the replacement of oxygen and sulfur ions. Besides, microwave effect optimizes the reaction activity of ZnO for adsorbing H2S more easily. Overall, effects derived from microwave and in-situ preparation imparted the sorbent with better performance, indicating the potentials in the improvement of sorbents for pollutants removal.