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, and a stage (g) wherein the ester mixture is dried under reduced pressure.