SummaryIn this study, the effects of citric acid‐loaded Hβ zeolite (F), activated clay and their modified decolorizers on the nutrients, volatile compounds and harmful substances of sesame oil in the decolorization process were evaluated. The results showed that the decolorization effect of F was second only to that of activated clay, the yield of F‐treated sesame oil sample was not significantly different from that of other decolorizers. The formation of asarinin was detected only in the sesame oil samples treated with F and H (zinc chloride‐activated clay). Compared with the activated clay‐treated sesame oil samples, the retention of tocopherols in the F‐treated sesame oil sample was significantly increased by 23.11%, and the retention of phytosterols was increased by 4.85%. The removal rate of the harmful substances Norharman and Harman in the F‐treated sesame oil sample was 96.79%, which was second only to that of the activated clay. Additionally, the removal rate of the total volatile compounds was the highest at 69.47%. The effects of different decolorizers on the sesame oil samples were closely related to the specific surface area, pore size and surface acidic sites of these decolorizers. This study could provide ideas for the industrial application of leached sesame oil, such as cosmetics and base oils.