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At present, the utilization of grease has attracted more and more attention. This article presents a simple method that efficiently cleaves methyl oleate‐derived methyl 9,10‐epoxystearate (a) to give high yields of methyl 9‐oxononanoate (d) with nonanal (c) as co‐product. A WO3/MCM‐41 catalyst is prepared via direct mixed‐gel synthesis. The catalyst is tested in the oxidative cleavage of a to produce d which can be used as a polymer precursor or an important feedstock. The effects of WO3 loading, temperature, time, H2O2/a molar ratio, catalyst/a weight ratio, and t‐BuOH/a weight ratio on the a conversion and d yield are examined using single‐factor experiments. The optimal reaction conditions are determined by orthogonal experiments. The optimal WO3 loading, temperature, time, H2O2/a molar ratio, catalyst/a weight ratio, and t‐BuOH/a weight ratio are 35%, 80 °C, 20 min, 1.3, 0.04, and 0.5, respectively. Under these conditions, the a conversion and d yield reach 99.4 and 78.4%, respectively. In addition, the catalyst shows no significant decrease in activity after being reused three times. Moreover, the reaction mechanism is studied based on the product distribution over time. Practical Applications: Few studies on methyl 9,10‐epoxystearate used as the raw material to give methyl 9‐oxononanoate and nonanal are found. Because the ethylene oxide bond is more unstable than the carbon–carbon double bond, the oxidative cleavage of methyl 9,10‐epoxystearate is easier than cleavage of methyl oleate that allows the oxidative cleavage to be done under milder conditions. Methyl 9‐oxononanoate can be converted to a monomer of high‐value polymers and is also an important feedstock in the production of chemicals. The co‐product nonanal is a natural spice which can be used in the fragrance industry. The results show that the reaction time is short and methyl 9‐oxononanoate yield is high under mild reaction conditions. The method in this study can also be widely used in other oxidative cleavage reactions of epoxides. Methyl 9,10‐epoxystearate is used as the raw material to produce methyl 9‐oxononanoate with nonanal as co‐product using WO3/MCM‐41 as catalyst and H2O2 as oxidant. [ABSTRACT FROM AUTHOR]