Tungsten oxide nanoparticles (WOx NPs) are gaining increasing attention, but low stabiliity and poor dispersion of WOx NPs hinder their catalytic applications. Herein, WOx NPs were confined in graphene-analogous boron nitride (g-BN) by a one-step, in situ method at high temperature, which can enhance the interactions between WOx NPs and the support and control the sizes of WOx NPs in a range of about 4-5 nm. The as-prepared catalysts were applied in catalytic oxidation of aromatic sulfur compounds in which they showed high catalytic activity. A balance between the W loading and the size distribution of the WOx NPs could govern the catalytic activity. Furthermore, a synergistic effect between g-BN and WOx NPs also contributed to high catalytic activity. The reaction mechanism is discussed in detail and the catalytic scope was enlarged.