Shell‐derived materials are promising heterogeneous catalysts for biodiesel production due to their nontoxic and renewable nature, but they have the disadvantage of being highly leachable. To overcome this issue, Ca(OCH3)2 formed through the reaction of CaO with methanol, and supported in turn on Al2O3 is proposed as a catalytic system for the transesterification of fresh soybean oil and waste cooking oil (WCO). First, catalysts with several Al/Ca molar ratios (0.2, 0.5, and 0.8‐AC), as well as their precursors (CaO and Al2O3) alone, were tested at 60 °C, catalyst loading 6% wt, methanol‐to‐oil molar ratio (MOR) 10, for 1 h for fresh oil, and 3 h for WCO. The 0.2‐AC catalyst generated the highest biodiesel yield for both oils. The optimum operating conditions for WCO transesterification, determined by using a univariable approach, were 60 °C, 9 wt% catalyst loading, MOR of 12.5, and a reaction time of 3 h. These improved conditions led to yields higher than 90% for pure CaO and the 0.2, 0.5, and 0.8‐AC catalysts. The density, kinematic viscosity, and refractive index of the biodiesel obtained were measured.