This study aims to prepare a supported catalyst based on zeolite Y doped with NaOMe (sodium methoxide) for the transesterification of waste cooking oil (WCO). The catalytic screening data showed that NaOMe/zeolite is a prominent catalyst for the transesterification of WCO prepared by a solvent-free, ball-milling process. We initially tested 5–20% of sodium methoxide loading onto zeolite Y and found that 20% is the optimum loading for the reaction. The transesterification reaction required a comparatively lower methanol-to-oil mole ratio of 16:1 with the reaction temperature as 60 °C. The ball-milled NaOMe/zeolite catalyst was characterized by BET surface area analysis, FE-SEM, TEM, FT–IR, and XRD. The BET surface analysis revealed that the surface area for zeolite Y was substantially decreased in the NaOMe/zeolite catalyst. The ball-milling process dropped the crystallinity of zeolite Y, which can be seen from the XRD and FE-SEM images of both zeolite Y and the NaOMe/zeolite catalyst. Finally, the transesterification reaction product was fully characterized by 1H-NMR and viscosity analysis for biodiesel, glycerol, and the WCO. The chemical shifts for the biodiesel and glycerol are found accordingly. This is also supported by the FT–IR characterization of biodiesel, glycerol, and WCO. It is noteworthy that a very high mass ratio of 250 g oil/g NaOMe is obtained when converting WCO to biodiesel, indicating very high catalytic activity for the aforementioned catalyst.