This work describes the preparation of biocatalysts for ethanolysis of soybean and babassu oils in solvent-free systems. Polystyrene, Amberlite (XAD-7HP), and octyl-silica were tested as supports for the immobilization of Pseudomonas fluorescens lipase (PFL). The use of octyl-silica resulted in a biocatalyst with high values of hydrolytic activity (650.0 ± 15.5 IU/g), immobilization yield (91.3 ± 0.3 %), and recovered activity (82.1 ± 1.5 %). PFL immobilized on octyl-silica was around 12-fold more stable than soluble PFL, at 45 °C and pH 8.0, in the presence of ethanol at 36 % (v/v). The biocatalyst provided high vegetable oil transesterification yields of around 97.5 % after 24 h of reaction using babassu oil and around 80 % after 48 h of reaction using soybean oil. The PFL-octyl-silica biocatalyst retained around 90 % of its initial activity after five cycles of transesterification of soybean oil. Octyl-silica is a promising support that can be used to immobilize PFL for subsequent application in biodiesel synthesis.