A process for producing dimethyl sulfoxide, wherein said process comprises the following steps: (1) contacting hydrogen sulfide with methanol to produce a mixture containing dimethyl sulfide, and separating dimethyl sulfide from the mixture; and (2) in the presence or absence of a solvent, contacting dimethyl sulfide obtained in step (1) with at least one oxidant and a catalyst to produce a mixture containing dimethyl sulfoxide, said catalyst comprises at least one Ti—Si molecular sieve.