Step impregnation-sulfurization sequence of Co and Mo could modify the final active phase construction. CoMo/γ-Al2O3 catalyst prepared with first loading of Co existed more Co9S8 phases and showed higher HDS activity and selectivity. Formed Co9S8 phase could produce hydrogen spillover (Hso) to create more active sites. The Hso could significantly improve the HDS activity, but showed vety little effect on the olefins hydrogenation.