A cytochrome P450 monooxygenase (P450SMO) from Rhodococcus sp. can catalyze asymmetric oxygenation of sulfides to S-sulfoxides. However, P450SMO-catalyzed biotransformations require a constant supply of NAD(P)H, the expense of which constitutes a great hindrance for this enzyme application. In this study, we investigated the asymmetric oxygenation of sulfide to S-sulfoxide using E. coli cells, which co-express both the P450SMO gene from Rhodococcus sp. and the glucose dehydrogenase (GDH) gene from Bacillus subtilis, as a catalyst. The results showed that the catalytic performance of co-expression systems was markedly improved compared to the system lacking GDH. When using recombinant E. coli BL21 (pET28a-P450-GDH) whole cell as a biocatalyst, NADPH was efficiently regenerated when glucose was supplemented in the reaction system. A total conversion of 100% was achieved within 12 h with 2 mM p-chlorothioanisole substrate, affording 317.3 mg/L S-sulfoxide obtained. When the initial sulfide concentration was increased to 5 mM, the substrate conversion was also increased nearly fivefold: S-sulfoxide amounted to 2.5 mM (396.6 mg/L) and the ee value of sulfoxide product exceeded 98%. In this system, the effects of glucose concentration and substrate concentration were further investigated for efficient biotransformation. This system is highly advantageous for the synthesis of optically pure S-sulfoxide.