A multi-step integrated technology to produce vegetable oils and biodiesel (BD) is proposed, documented for technical and economic feasibility, and preliminarily designed. The 1st step consists of soybean oil extraction with supercritical (SC) fluids. The 2nd step is designated to transform the soybean oil into BD by transesterification (TE) with SC methanol/ethanol. The degradation of glycerol to light fuel products makes this method simple and cost effective by eliminating costly glycerol separation steps. Part of the BD is in-situ consumed by a diesel engine which, in turn, provides the mechanical power to pressurize the system as well as the heat of the exhaust gases for the extraction and TE steps. Different versions of this system can be implemented based on the main target: oil and BD production or diesel engine applications. The efficiency of the combustion and cleaner emissions render the proposed technology attractive for the transportation sector with only TE step needed to provide fuels to engines.