Sulfur-impregnated zeolite has been obtained from the natural zeolite clinoptilolite by chemical modification with Na2S at 150 °C. The purpose of zeolite impregnation was to enhance the sorption of Hg(II) from aqueous solutions. Chemical analysis, acid and basic properties determined by Bohem’s method, chemical behavior at different pHo values, zeta potential, cation-exchange capacity (CEC), specific surface area, X-ray powder diffraction (XRPD), scanning electron microscopy with energy-dispersive X-ray analysis (SEM-EDS), Fourier transform infrared spectroscopy (FTIR), as well as thermogravimetry with derivative thermogravimetry (TG-DTG) were used for detailed comparative mineralogical and physico-chemical characterization of natural and sulfur-impregnated zeolites. Results revealed that the surface of the natural zeolite was successfully impregnated with sulfur species in the form of FeS and CaS. Chemical modification caused an increase in basicity and the net negative surface charge due to an increase in oxygen-containing functional groups as well as a decrease in specific surface area and crystallinity due to the formation of sulfur-containing clusters at the zeolite surface. The sorption of Hg(II) species onto the sulfur-impregnated zeolite was affected by the pH, solid/liquid ratio, initial Hg(II) concentration, and contact time. The optimal sorption conditions were determined as pH 2, a solid/liquid ratio of 10 g/L, and a contact time of 800 min. The maximum obtained sorption capacity of the sulfur-impregnated zeolite toward Hg(II) was 1.02 mmol/g. The sorption mechanism of Hg(II) onto the sulfur-impregnated zeolite involves electrostatic attraction, ion exchange, and surface complexation, accompanied by co-precipitation of Hg(II) in the form of HgS. It was found that sulfur-impregnation enhanced the sorption of Hg(II) by 3.6 times compared to the natural zeolite. The leaching test indicated the retention of Hg(II) in the zeolite structure over a wide pH range, making this sulfur-impregnated sorbent a promising material for the remediation of a mercury-polluted environment.