Tetrahydrofurfuryl alcohol (THFA) is an important raw material for the preparation of the furan-based compound. Herein, we successfully synthesized 2-methyl tetrahydrofuran (2-MTHF) for the first time from THFA (Ring-opening and ring-closing of THFA) by solvent-free technique. The Ag–CeOx/MCM-41 catalyst was synthesized by the impregnation method. N2 adsorption–desorption, HR-TEM, XRD, XPS, and Py-IR characterized the catalysts. The presence of the Ce4+/Ce3+ redox pair and Ag NPs (Ag0) on the surface of the Ag–CeOx/MCM-41 catalyst was verified. The synergistic action of Ag and Ce on the catalyst surface, the enrichment of the L acid, and a few B acid centers are the key factors for the selective oxidation of THFA to 2-MTHF. The results of the experiments showed that THFA was 100% conversion and 2-MTHF selectivity was 68.11% under the reaction conditions of 150 °C, 4 MPa O2 pressure, and 1 g catalyst. Our findings provide a highly efficient method for the preparation of 2-MTHF from THFA. [ABSTRACT FROM AUTHOR]