This study investigates the effect of direct sonication in conversion of waste cooking oil into biodiesel. Waste cooking oils may cause environmental hazards if not disposed properly. However, waste cooking oils can serve as low-cost feedstock for biodiesel production. Ultrasonics, a non-conventional process technique, was applied to directly convert waste cooking oil into biodiesel in a single step. Ultrasonics transesterify waste cooking oils very efficiently due to increased mass/heat transfer phenomena and specific thermal/athermal effects at molecular levels. Thus, energy and chemical consumption in the overall process is greatly reduced compared to conventional biodiesel processes. Specific to this research, thermal effects of ultrasonics in transesterification reaction without external conventional heating along with effects of different ultrasonic, energy intensities and energy density are reported. Optimization of process parameters such as methanol to oil ratio, catalyst concentration and reaction time are also presented. It was observed that small reactor design such as plug-flow or contact-type reactor design may improve overall ultrasonic utilization in the transesterification reaction due to increased energy density and ultrasonic intensity.