Lead-Bismuth Eutectic (LBE) is an interesting candidate as coolant for future Accelerator Driven Systems (ADS) and Generation IV (Gen. IV) nuclear power plants. A well-known issue of liquid metal coolants is the need for coolant chemistry control and continuous purification. This paper presents a purification strategy for control of the dissolved oxygen content in LBE by means of a LBE cold trap. Although cold traps have been explored in the past for Sodium Fast Reactors (SFR) and more recently for lead-lithium (PbLi), advances on cold trapping for LBE are lacking behind. Formation of lead oxide (PbO) is promoted in a non-isothermal purification device (cold trap) to lower the dissolved oxygen concentration present in the liquid metal. Attachment of PbO particles to the stainless steel filter material is observed and continuous growth of captured PbO consumes oxygen from the liquid metal melt. A long-term purification campaign of more than one month is presented to demonstrate the increase in cold trap effectiveness with loading.