Direct synthesis of $H_2O_2$ and in situ oxidative desulfurization of model fuel over Au/Ti-HMS and Au/TS-1 catalysts has been comparatively investigated in water or methanol. Maximum amount (82%) of active $Au^0$ species for $H_2O_2$ synthesis was obtained. Au/Ti-HMS and Au/TS-1 exhibited the contrary performances in $H_2O_2$ synthesis as $CH_3OH/H_2O$ ratio of solvent changed. $H_2O_2$ decomposition and hydrogenation in water was inhibited by the introduction of methanol. Effect of $O_2/H_2$ ratio on $H_2O_2$ concentration, $H_2$ conversion and $H_2O_2$ selectivity revealed a relationship between $H_2O_2$ generation and $H_2$ consumption. The highest dibenzothiophene removal rate (83.2%) was obtained over Au/Ti-HMS in methanol at 1.5 of $O_2/H_2$ ratio and $60^{circ}C$. But removal of thiophene over Au/TS-1 should be performed in water without heating to obtain a high removal rate (61.3%). Meanwhile, $H_2$ conversion and oxidative desulfurization selectivity of $H_2$ were presented.