This study describes the results obtained in the synthesis of a biofuel that avoids the production of glycerol by applying supported KF as alkaline heterogeneous catalyst, to generate two moles of fatty acid methyl esters and one mole of monoglyceride from one mol of triglyceride. In this respect, the selective transesterification process of sunflower oil with methanol was carried out with KF (10 wt%) supported on three different solids, Al2O3, ZnO and MgO. The standard experimental conditions employed in the heterogeneous selective methanolysis reaction were: 12 mL of sunflower oil, 2.7 mL of methanol, 0.8 g of catalyst, at 65 °C temperature and one hour of reaction time. In all cases 100% conversion was obtained, with high selectivity values, greater than 90%, and quite suitable viscosity values, 4.5–8.5 cSt. In this way, the best catalytic behavior in the first use was obtained by using Al2O3 as support. However, although in the five consecutive reuses all catalysts exhibited a continuous decrease in their catalytic activities; the lower one was for KF catalyst using MgO as support. In summary, these three KF supported catalysts are very suitable to obtain a new biofuel, similar to conventional biodiesel, applicable to diesel engines.