Different zeolites were screened to achieve the aim of effective selective removal of p-xylene (PX) from the pure terephthalic acid (PTA) wastewater, and the ZSM-5 zeolite modified by NH4Cl was chosen as a suitable adsorbent because of the maximum equilibrium adsorption capacity and the largest selectivity factor. The selectivity factors of PX to Co2+ and PX to Mn2+ can attain 1778.069 and 1875.650, respectively, and the saturation adsorption capacity of PX even increases to 126.10 mg·g–1. First, the adsorption experiments were conducted at 298.15, 308.15, 318.15, and 328.15 K with the initial concentration of PX ranging from 50 to 180 mg·L–1 in a batch adsorber. The Langmuir model agreed better with the experimental results than did the Freundlich model. The adsorption parameters of thermodynamics are ΔS = −17.83 J·mol–1·K–1, ΔH = −12.33 kJ mol–1, and ΔG < 0, respectively. It is demonstrated that the adsorption of PX on the H-ZSM-5 zeolite is a spontaneous and exothermic physisorption. Second, the kinetics of PX adsorbed on the H-ZSM-5 zeolite was studied by batch adsorption. The results showed that the pseudo-second-order rate model can be used to better describe the adsorption behavior of PX on the H-ZSM-5 zeolite. The H-ZSM-5 zeolite is successfully regenerated using the high-temperature roasting method. On the basis of this, the molding process of the solid H-ZSM-5 zeolite was further studied. Finally, fixed bed adsorption was conducted in a tubular glassware instrument to obtain the breakthrough curves. The influences of operation parameters on the adsorption process in the fixed bed were discussed. The results showed that H+-exchanged ZSM-5 zeolite was a highly efficient material for selectively adsorbing PX from PTA wastewater.