To obtain a treated gas oil free from a problem with color and has a high commodity value by hydrodesulfurizing gas oil at a specified temperature or higher in the presence of a catalyst to reduce the sulfur content to a specified value or lower and decoloring the resultant oil by the contact with an adsorbent.

Gas oil, such as thermally cracked gas oil or straight run gas oil, is hydrodesulfurized at 360°C or higher under a pressure of 3.0-10 MPa at a liquid hourly space velocity of 0.5-5 h-1 at a hydrogen/oil ratio of 50-500 Nm3/kL in the presence of a catalyst to give a treated oil having a sulfur content of 50 ppm or lower. The treated oil is brought into contact with a silica- alumina adsorbent having an alumina content of 20-40 wt.% to adsorb and remove polycyclic aromatic compounds, such as bicyclic and tricyclic aromatic compounds, thus giving gas oil having a Saybolt color value of -10 to +30. The catalyst used for hydrodesulfurization comprises an inorganic oxide carrier (e.g. an alumina-silca carrier) and an active metal component for hydrogenation carried thereby and comprising 8-30 wt.% group VIII metal (e.g. nickel or cobalt) and 1-10 wt.% group VIA metal (e.g. molybdenum or tungsten).