In this story, General Zaroff is not really deceptive in his dealings with Sanger Rainsford. He comes straight out and tells him that he hunts people on this island. However, his whole character is meant to be somewhat deceptive in that he tries to use cultured ways to cover up the reality of who he truly is.
In truth, General Zaroff is nothing more than a murderer. Worse, he is a murderer who kills not out of hate or passion but simply for his own fun. This is his true character. Even so, he tries to cover up who he is. He acts like a refined aristocrat. He has fine wines, he hums parts from operas, and generally acts like a gentleman. This is deceptive, because he is anything but a true gentleman.