Coke oven gas and blast furnace gas are important secondary energy sources. The sulfur compounds not only cause environmental pollution, but also lead to catalyst poisoning in the subsequent processing and utilization, which largely limits their further utilization. Therefore, it is necessary to efficiently remove H2S from these gas for their clean utilization. Zeolite adsorption desulfurization technology has the advantages of easy operation, low operating costs, excellent regeneration ability and long service life, so it has great application potential in desulfurization field. This paper made a review on the investigation and application of H2S removal over zeolite. The types and characteristics of zeolites used for H2S removal were summarized. The mechanisms of H2S removing by zeolite were investigated. The influences of zeolite modification on desulfurization performance were discussed. And the competitive effects on H2S adsorption caused by the components contained in coal gases, e.g., CO, CO2, H2O and O2 were analyzed. Some suggestions on the development of zeolite desulfurizer were proposed based on the correlation between the mechanism of desulphurisation and the structural properties of molecular sieve. The results show that zeolites have excellent selective shape as well as acid-base site and metal site adjustability, and are widely used in the adsorption and removal of H2S. The zeolites used for H2S removal mainly include clinoptilolite, LTA, FAU, MFI and titanium silicon zeolites. The mechanism of H2S adsorption on zeolites is closely related to the active site. Depending on the active site, H2S adsorption mechanisms include Si—OH adsorption mechanism, alkali metal dissociation mechanism, transition metal coordination mechanism and surface acid-base interaction mechanism, which are closely related with the crystal structure and surface physical and chemical properties of zeolites. Metal element modification and surface acid-base modification can effectively improve their desulfurization performance. Gas composition can also affect the desulphurisation performance of zeolites: H2O molecules and H2S molecular structural similarity, resulting in strong competition for adsorption; CO can be coordinated with transition metal ions, such as Cu+, resulting in competition for adsorption; acidic gas CO2 will combine with the molecular sieve surface alkaline sites to produce competition for adsorption, in addition to the reaction with H2S to generate COS; O2 can cause the generation of singlet sulphur, giving O2 can cause the formation of singlet sulphur, making the regeneration of the adsorbent difficult. Based on the analysis of existing research, further clarification of the structure-activity relationship of the adsorbent and the intrinsic mechanism of competitive adsorption, as well as the kinetic behavior of H2S adsorption in gas purification will be the focus of future research. In the process of developing the application of zeolite adsorbent for H2S removal, the following aspects should be taken into consideration: operation conditions, proper adsorption mechanism and the corresponding modification, avoiding and inhibiting the competitive adsorption, improving regeneration ability and reducing preparing costs.