As the adsorption technique was concerned, the facile, intact and low-cost separation process of adsorbents was desirable to the prospective feasible application. In present work, the nano-Ag2O particles were encapsulated in the hollow nanostructure of halloysites (HNTs) with the aid of CTAB-stabilized HNTs micelle by the space confinement method, and then the nano-Ag2O@HNTs nanocomposite was assembled in PVP/PAN electro-spinning nanofiber membrane (NFM), and finally PVP template was removed through etching method, so as to access the hierarchical-porous structure. The structure and composition of nano-Ag2O@HNTs/PAN NFM were resolved by a series of characterizations. The nano-Ag2O@HNTs/PAN NFM not only was of abundant multi-pore structure with larger specific surface area of 23.484 m2/g and higher pore volume of 0.111 mL/g, but also exhibited excellent mechanical performance, of which the tensile strength and Young's modulus were up to 6.1 MPa and 75.9 MPa, respectively. Thanks to the existence of the exclusive pore structure and nano-Ag2O, the nano-Ag2O@HNTs/PAN NFM showed better adsorption desulfurization performance in the simulated thiophene (TH) oil, of which the breakthrough and saturated adsorption capacity were as high as 35.269 mg/g and 54.481 mg/g, respectively. Ultimately, the adsorption mechanism of TH molecules on the nano-Ag2O@HNTs/PAN NFM could be taken into account the synergistic effect of the porous diffusion, interface adsorption and active site adsorption.