The use of compounds with high oxygen content in the fuels field is very promising because they can increase combustion engine efficiency and minimize pollution emissions. The study of the thermophysical properties of these compounds is essential in order to evaluate their possible applications. In this study, different thermodynamic and transport properties of three furfuryl esters-furfuryl acetate, furfuryl propionate, and furfuryl butyrate-have been determined and compared with those of fluids that are commonly used as fuels or additives. Finally, the thermophysical behavior of these compounds has been analyzed using different models such as PC-SAFT equation of state and density gradient theory. The results indicate that these compounds exhibit similar characteristics to those of the normafluid ISO4113 (standard fluid in diesel injectors) except the density, bulk modulus, and surface tension, which are higher in the esters studied. It can be concluded that, given their thermophysical properties, these compounds can be used as additives but, probably, the addition of surfactants would be necessary.