A method for producing a fatty acid alkyl ester for diesel fuel oil starting with a fat/oil material such as an edible oil whereby the qualities required of diesel fuel oil can be satisfied and the wastes from the production process can be minimized. The method is characterized by including subjecting a fat/oil material to transesterification with an alcohol, washing with water the oily phase of the reaction mixture, eliminating water after washing via absorption by a high-water-absorptive resin, and then separating the high-water-absorptive resin gel to thereby provide a fatty acid alkyl ester suitable for diesel fuel oil.