The present invention relates to the production of biodiesel and alkyl esters by the transesterification of triglyceride esters, with alcohols in heterogeneous phase in the presence of heterogeneous catalysts, with yields higher than 80%, at a temperature from 0 to 300° C., residence time from 20 minutes to 20 h, space velocity of 0.1 to 10 h−1, pressure of 25-100 kg/cm2 (24.5-98.07 bar), methanol/oil molar ratio of 10 to 40 and catalyst concentration of 0.001 to 20 weight % based on tri-, di- or monoglyceride. The method produces biodiesel and alkyl esters by transesterification of tri-, di- or mono-glycerides, from palm, jatropha, castor, soybean and sunflower oils, wherein the alcohoxyls R1O, R2O and R3O of the glycerides are C1 to C24 and a C1-C4 alcohol, such as methanol, in an alcohol:oil ratio from 3:1 to 50:1. The transesterification reaction produces biodiesel while avoiding loss of catalyst, contaminating liquid effluents and eliminating undesirable hydrolysis of triglycerides, diglycerides and monoglycerides into free fatty acids and saponification that generate soaps.