The microstructure changes of unsupported hydrodesulfurization (HDS) catalysts could significantly influence their properties, including the morphology, the dispersity of active components, and HDS activity. In this work, three-dimensionally ordered macroporous (3DOM) NiMo unsupported catalysts were fabricated using the polymethyl methacrylate (PMMA) colloidal crystal template with the assistance of citric acid in 95% ethanol solution. The TG/DTG, XRD, SEM, HRTEM, low-temperature N2 adsorption-desorption, and H2-TPR techniques were employed to intensively characterize the obtained unsupported catalysts. The characterization results indicated that all catalysts possessed a well-defined 3DOM structure, which could not only provide abundant active sites and high specific surface area but also enhance the contact efficiency between the active sites and reactants. Furthermore, among the prepared 3DOM unsupported catalysts, the 3DOM NiMo-1 exhibited an excellent thiophene conversion rate of 99.4% under the reaction conditions of 360 °C and 1.0 MPa. This research provided an evolution direction for designing the high-efficient unsupported HDS catalysts.