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Sulfur dioxide (SO₂) is a known pollutant that must be captured from gas streams. Dry desulfurization processes are investigated due to their lower energy requirement and potentially high capture efficiency. Carbon materials and metal oxides have been shown to have an affinity with SO₂. The aim of this study was to combine iron oxide and graphene oxide (GO) as a composite material for SO₂ capture for low-concentration streams. Iron oxide particles were prepared using a polyol method in which the precursor was dispersed in ethylene glycol, heated under reflux and then deposited on GO, a two-dimensional, single-layer material with a surface area of 400 m²/g. The synthesized material was tested for continuous desulfurization in a flow-through capture system with a stream of gas containing 25 ppm SO₂ entering at 20 °C and 100 °C. Under all conditions tested, the breakthrough times, evaluated when the SO₂ started to be detected at the outlet with a concentration of 1 ppm, as well as the capture capacities, were significantly higher for the iron oxide GO composite than for the pristine GO alone. The presence of sulfur compounds as well as the composite composition were confirmed by energy-dispersive X-ray spectroscopy (EDXS) and X-ray photoelectron spectroscopy (XPS). The breakthrough experiment results at various temperatures also suggest that the capture was not governed only by pure physical adsorption with the presence of iron oxide. Addition of iron oxide particles positively influences SO₂ affinity with the synthesized material as shown by the increase in breakthrough time and capture capacity.