The production of biodiesel from microalgae faces several problems to be solved, among them is the necessity of increasing their lipid content, optimizing the harvesting, and improving the conversion of lipids to bioenergy, therefore reducing the energy cost of the production process prior to its commercial launch. Research focused on optimizing the biodiesel production process known as transesterification has various objectives such as eliminating the biomass drying stage, unifying the extraction and transesterification stages, improving the reaction yield using supercritical conditions, providing heating with microwave and ultrasonic radiation, reusing enzymatic and heterogeneous catalysts, among others. This chapter aims to summarize the advances that have been achieved with the various operating conditions for the in situ, direct, and supercritical oil transesterification process of microalgae from the genera Chlorella, Scenedesmus, Spirulina, and Nannochloropsis.