Developing a new and environment-friendly desulfurization strategy for removing thiophenic sulfides from fuel is currently necessary. Fuel desulfurization by molecular inclusion with a novel cyclodextrin-based magnetic nanomaterial copper(II)-beta-cyclodextrin@silica@ferroferric oxide (Cu(II)-beta-CD@SiO2@Fe3O4) was proposed for the efficient removal of thiophene (T), benzothiophene (BT), and dibenzothiophene (DBT) in fuel. Cu(II)-beta-CD@SiO2@Fe3O4 was successfully prepared by the reaction between mono-6-O-toluenesulfonyl-Cu(II)-beta-CD and 3-aminopropyltrimethoxysilane functionalized SiO2@Fe3O4, and the structural characterization illustrated that the active desulfurization component Cu(II)-beta-CD was evenly immobilized on the surface of SiO2@Fe3O4. Furthermore, Cu(II)-beta-CD@SiO2@Fe3O4 showed outstanding desulfurization performance for thiophenic sulfides in the order BT > DBT > T on account of the varying molecular inclusion ability of Cu(II)-beta-CD for the three types of thiophenic sulfides. The optimum immobilized load of Cu(II)-beta-CD in Cu(II)-beta CD@SiO2@Fe3O4 was 5m%, and room temperature was favorable for the desulfurization process. Cu(II)-beta-CD@SiO2@Fe3O4 exhibits good regeneration performance. The inclusion interaction between Cu(II)-beta-CD and sulfides plays a more dominant role than the coordination interaction of Cu(II) with sulfide and the physical absorption during the desulfurization process. The thiophenic sulfides mainly entered the hydrophobic cavity of Cu(II)-beta-CD rather than be adsorbed on the surface of Cu(II)-beta-CD@SiO2@Fe3O4. The results lay the foundation of desulfurization with supramolecular magnetic materials, which is significant for environmental protection and resource saving.