A novel magnetic nanocomposite, CuO-Fe₃O₄/Clinoptilolite(CP), was synthesized via a co-precipitation method for the efficient removal of sulfur compounds from spent caustic wastewater. The structural and morphological properties of the adsorbent were comprehensively characterized using FT-IR, SEM, TEM, and BET analyses, while XRD confirmed a crystalline particle size ranging from 48 to 98 nm. Optimization of the adsorption parameters—including pH, contact time, adsorbent dosage, and initial sulfur concentration—was conducted using Response Surface Methodology (RSM) based on a Box–Behnken experimental design. The findings reveal that the CuO-Fe₃O₄/CP composite possesses substantial adsorption capacity for various sulfur species present in refinery wastewater. Under optimized conditions (pH 11, dosage 0.3 g/L, and initial concentration 270 mg/L), the removal efficiency reached 75%. Statistical modeling indicated significant synergistic effects between the variables, with adsorbent dosage and contact time exerting the most profound influence on the adsorption process. Furthermore, the adsorption mechanism was found to align closely with the Langmuir isotherm and pseudo-first-order kinetic models. These results suggest that the developed magnetic nanocomposite is a highly effective and scalable solution for the remediation of sulfur-rich effluents in the petrochemical industry.