Process for transforming a gas oil fraction that makes it possible to produce a fuel that has a quality according to stringent requirements in terms of sulfur content, aromatic compound content, cetane number, boiling point, T95, of 95% of the compounds and density, d15/4, at 15.degree. C. This process comprises a hydrorefining stage and a subsequent stage, whereby the latter uses a catalyst that is selected from the group that consists of hydrorefining catalysts and catalysts that comprise at least one mixed oxide, a metal of group VIB, and a non-noble metal of group VIII. The conversion of products that have a boiling point of less than 150.degree. C. is, for the hydrorefining stage, between 1 and 15% by weight. The temperature, TR2, of the subsequent stage is less than the temperature, TR1, of the hydrorefining stage, and the variation between temperatures TR1 and TR2 is between 0 and 80.degree. C.