Environmental problems are making it necessary to find renewable and sustainable alternatives to fossil fuels in the field of transport. Biodiesel may replace diesel fuel under an environmentally friendly and economically sound process, as long as the raw material employed is of low cost and can be derived from sustainable sources. Such an alternative feedstock from non-vegetable sources could be provided by microbial oil produced by oleaginous microorganisms that may possess similar chemical composition to that of the most commonly used vegetable oils in the biodiesel industry. Moreover, oleaginous yeasts could accumulate intracellular lipids through cultivation on various agro-industrial wastes. Oleaginous yeasts may accumulate different amounts of microbial oil with varying fatty acid profiles, depending on the substrate or growing conditions. This review presents the most relevant aspects regarding yeast oil production using agro-industrial waste as culture media and evaluates the potential of this microbial oil as feedstock for biodiesel production. (C) 2014 Elsevier Ltd. All rights reserved.