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This work investigates biodiesel production via transesterification of Mexican palm oil with methanol catalyzed by binary solid base core–shell catalysts with improved catalytic stability. A series of CaO–ZnO mixed solids were prepared using an inexpensive co–precipitation method by varying ZnO content from 5 to 20 mol%. Several factors, such as surface basicity, ZnO content, phase compositions, and thermal treatment of the catalysts, were all proven to be crucial for the production of biodiesel with good quality. Thermal treatment could effectively remove the surface adsorbed water and impurities and improved the catalytic activity. The addition of ZnO to CaO significantly enhanced the catalysts’ stability; however, it led to lower surface basicity and slightly diminished catalytic activity. ZnO doping inhibited the formation of surface Ca(OH)2 and promoted the formation of Ca–Zn–O or CaZn2(OH)6 phase as the core and a surface CaCO3 shell, which effectively decreased Ca2+ leaching by approximately 74% in methanol and 65% in a methanol–glycerol (4:1) mixture. A combined method of separation and purification for obtaining clean biodiesel with high quality was proposed. The biodiesel obtained under the control conditions exhibited properties which satisfied the corresponding standards well.