The effects of adsorption on flavor, removal of polycyclic aromatic hydrocarbons (PAHs), and contents of three lipid components of sesame oil during the refining process were studied. The PAH removal efficiencies of three tested adsorbents were in the descending order of Norit activated carbon>WY2 activated carbon>activated clay. The contents of benzo[a]pyrene (B[a]P) in the adsorbed sesame oils was lower than the limit of the national standard GB 2716-2005 of China (B[a]P<10 μg/kg). The contents of B[a]P and PAH4 in the adsorbed sesame oils treated with 0.2% Norit activated carbon and 0.5% WY2 activated carbon were lower than or were close to the limits set by EU No 835/2011 (B[a]P content: <2 μg/kg; PAH4 content: 10 μg/kg). Their B[a]P contents were 0.83 and 1.50 μg/kg, respectively, and their PAH4 contents were 4.85 and 10.94 μg/kg, respectively. Meanwhile, the inherent flavor loss was low, and the retention rates of sesamin, sesamolin, and vitamin E were high. The comprehensive assessment of the removal of PAHs, and the retentions of flavor and beneficial lipid components in sesame oils indicated that 0.5% WY2 activated carbon was the most suitable adsorbent.