In the present study, an economic and environmentally friendly bi-functional catalyst, Zr-SBA-15, has been prepared to develop a single-step process for synthesis of methyl levulinate (MLA) directly from furfural (FAL) in near-critical methanol without added H-2. The presence of Zr in SBA-15, the structure of the Zr-SBA-15 catalyst, and its physical properties have been determined by X-ray diffraction (XRD), N-2 adsorption and desorption (N-2-BET) and transmission electron microscopy (TEM). The Zr-SBA-15 catalyst has high activity for the production of MLA and good reusability. A possible reaction pathway containing two possible reaction pathways during this single-step synthesis of MLA has been proposed: the FAL has been transformed to beta-Methoxy-2-furanethanol (MFE) and 2-Furfuryl methyl ether first, which then have been converted to MLA, and the conversion of FAL to MFE has been much easier and faster than that to 2-FME, which may be the major reaction pathway. The SBA-15 has given high activity for the conversion of FAL to MFE, and the incorporation of Zr has converted the MFE to MLA efficiently. The reaction of FAL to MFE to MLA has been found to be the dominant reaction. Finally, the catalyst has shown good reusability for at least five times without any reduction in the catalytic activity.