Replacing fossil fuels with biodiesel enables the emission of greenhouse gases to be decreased and reduces dependence on fossil fuels in countries with poor natural resources. Biodiesel can be produced by an esterification reaction between free fatty acids (FFAs) and methanol or by transesterification of triglycerides from oils. Both reactions require homogeneous or heterogeneous catalysis. Production of biodiesel catalyzed by heterogeneous catalysts seems to be the preferred route, enabling easy product separation. As we have previously shown, the Lewis acids AlCl3 and BF3 can serve as highly efficient catalysts under ultrasonic activation. The present study focused on the development of oleic acid (OA) esterification with methanol by the same catalysts immobilized in silica matrices using the sol–gel synthesis route. During the course of immobilization, AlCl3 converts to AlCl3 × 6H2O (aluminite) and BF3 is hydrolyzed with the production of B2O3. The immobilized catalysts can be reused or involved in a continuous process. The possibility of biodiesel production using immobilized catalysts under ultrasonic activation is shown for the conversion of FFAs into biodiesel in batch and continuous mode.