Process for the removal of sulfur compounds contained in a gas to be processed containing up to 15% volume of sulfur compounds expressed as H2S, said process being carried out in at least two separated direct oxidation zones, a first zone being under reaction in the present cycle whilst the deactivated catalyst of a second zone is regenerated, the process operating with the following successive steps: 1) the feed, i.e. the gas to be treated containing sulfur compounds+ H2, undergoes a first hydrogenation step of said sulfur compounds into H2S, in the presence of hydrogen over an hydrogenation catalyst, the gas entering at a temperature of 200-320°C, and more preferably of 250 to 280°C, the hot gas issued from the first hydrogenation step has a temperature between 200°C and 500°C; 2) regeneration of the direct oxidation catalyst deactivated in the previous cycle, said regeneration being carried out in-situ by the passage of the hot gas issued from the first hydrogenation step, at a temperature above the sulfur dew point, generally at a temperature of 200 to 500°C, and more generally from 250 to 350°C, oxygen injection being stopped before regeneration, then cooling the obtained gas, generally at 122 to 170°C, condensation and separation of elemental sulfur, and an elemental sulfur depleted gas and a regenerated catalyst are obtained, 3) a second hydrogenation step of the elemental sulfur depleted gas in the presence of hydrogen over an hydrogenation catalyst, the gas entering at a temperature of 122 to 320°C; 4) direct oxidation of H2S of the gas obtained from step 3) into elemental sulfur in the presence of oxygen over a direct oxidation catalyst, at a controlled temperature below the sulfur dew point, generally ranging from 20 to 180°C, preferably 80-180°C and more preferably from 110 to 140°C, elemental sulfur deposits in the catalyst bed and a purified gas is obtained. 1) the feed, i.e. the gas to be treated containing sulfur compounds+ H2, undergoes a first hydrogenation step of said sulfur compounds into H2S, in the presence of hydrogen over an hydrogenation catalyst, the gas entering at a temperature of 200-320°C, and more preferably of 250 to 280°C, the hot gas issued from the first hydrogenation step has a temperature between 200°C and 500°C; 2) regeneration of the direct oxidation catalyst deactivated in the previous cycle, said regeneration being carried out in-situ by the passage of the hot gas issued from the first hydrogenation step, at a temperature above the sulfur dew point, generally at a temperature of 200 to 500°C, and more generally from 250 to 350°C, oxygen injection being stopped before regeneration, then cooling the obtained gas, generally at 122 to 170°C, condensation and separation of elemental sulfur, and an elemental sulfur depleted gas and a regenerated catalyst are obtained, 3) a second hydrogenation step of the elemental sulfur depleted gas in the presence of hydrogen over an hydrogenation catalyst, the gas entering at a temperature of 122 to 320°C; 4) direct oxidation of H2S of the gas obtained from step 3) into elemental sulfur in the presence of oxygen over a direct oxidation catalyst, at a controlled temperature below the sulfur dew point, generally ranging from 20 to 180°C, preferably 80-180°C and more preferably from 110 to 140°C, elemental sulfur deposits in the catalyst bed and a purified gas is obtained.