Heterogeneous biocatalysts prepared by immobilizing a recombinant lipase from Thermomyces lanuginosus on mesoporous inorganic supports—silica (SiO2), alumina (Al2O3), and titania (TiO2)—are comparatively studied in the esterification of fatty acids with aliphatic alcohols. It is found that the T. lanuginosus lipase adsorbed on silica has the highest esterifying activity, while the lipase adsorbed on titania is completely inactivated. SiO2-based catalysts have high activity and stability in the esterification of saturated fatty acids containing 4–18 carbon atoms (C4–C18) with aliphatic alcohols (C5–C16) in organic solvents (hexane and diethyl ether). The catalysts operate in this reaction for several tens of reaction cycles (>40) without loss of activity. The recombinant rPichia/lip lipase immobilized on silica exhibits the most pronounced specificity for its first substrate, a fatty acid. For instance, the rate of synthesis for esters of low molecular weight acids (С4–С6) is three to four times slower than for the esters of acids with more than seven carbon atoms. The catalyst has a relatively broad specificity for the second substrate, an aliphatic alcohol. It is found that the ester of enanthic acid (C7:0) and butanol (C4) is synthesized at the maximum rate.