Bifunctional heterogeneous catalysts have a great potential to overcome the shortcomings of homogeneous and enzymatic catalysts and simplify the biodiesel production processes using low-grade, high-free-fatty-acid feedstock. In this study, we developed ZrO2-based bifunctional heterogeneous catalysts for simultaneous esterification and transesterification of microalgae to biodiesel. To avoid the disadvantage of the low surface area of ZrO2, the catalysts were prepared via a surfactant-assisted sol-gel method, followed by hydrothermal treatments. The response surface methodology central composite design was employed to investigate various factors, like the surfactant/Zr molar ratio, pH, aging time, and temperature on the ZrO2 surface area. The data were statistically analyzed to predict the optimal combination of factors, and further experiments were conducted for verification. Bi2O3 was supported on ZrO2 via the incipient wetness impregnation method. The catalysts were characterized by a variety of techniques, which disclosed that the surfactant-assisted ZrO2 nanoparticles possess higher surface area, better acid-base properties, and well-formed pore structures than bare ZrO2. The highest yield of fatty acid methyl esters (73.21%) was achieved using Bi2O3/ZrO2(CTAB), and the catalytic activity of the developed catalysts was linearly correlated with the total densities of the acidic and basic sites. The mechanism of the simultaneous reactions was also discussed.