A method allowing, from natural fat or oils, vegetable or animal, or from other glyceride mixtures, to obtain in a quasi-quantitative way fatty acid ethyl esters that can be used as gas oil substitutes, comprises the succession of stages as follows:a stage (a) wherein the oil, the fat or the glyceride mixture is transesterified by ethanol using a soluble catalyst or a catalyst that becomes soluble during the reaction,a stage (b) wherein the glycerin formed is decanted and removed, without requiring an excess ethanol evaporation operation,a stage (c) wherein a second transesterification reaction is carried out so as to obtain a product whose ester content is at least 97% by mass,a stage (d) wherein controlled neutralization of the catalyst is carried out,a stage (e) wherein the excess ethanol is removed by distillation,a stage (f) wherein the ester undergoes purification by means of water wash sequences, anda stage (g) wherein the ester mixture is dried under reduced pressure.