Melt infiltration was used to prepare supported zinc oxide (ZnO) adsorbents for hydrogen sulfide (H2S) removal at room temperature, with three molecular sieves (MCM-41, SBA-15, and MCM-48) as carriers. The physical/ chemical properties and the performance of these adsorbents were compared with those prepared by impregnation. Low- and wide-angle X-ray diffraction, nitrogen adsorption and transmission electron microscopy characterizations revealed that because precursor penetrated into the pores of carrier by capillary force, melt infiltration can yield more evenly dispersed ZnO in the pores of molecular sieve compared with the impregnation. Based on the breakthrough capacity, the best ZnO loading contents were 20 wt% on MCM-41 and SBA15, and 30 wt% on MCM-48, and their corresponding utilization ration reached 69.8%, 52.2%, and 45.1%. With the same loading, the utilization ration of adsorbents prepared by impregnation was only 26.8%, 38.2% and 28.3%. Breakthrough tests and multiple adsorption/regeneration cycles showed that adsorbents with a large specific surface area, large pore size, and high strength were favorable. However, carrier with a small pore size and high strength could benefit much more from the melt infiltration.