Biodiesel is a renewable fuel for diesel engines and it can be produced from different feedstocks via different types of alcohols and catalysts. Alcohol type directly affects the fuel properties of the produced biodiesel. The difference in the fuel properties may cause different performance, combustion and injection characteristics in diesel engines. In the present study, a common rail direct injection (CRDI) diesel engine was operated with waste vegetable frying oil based ethyl and methyl esters. The engine was operated under the conditions of three different engine speeds (1500, 2000 and 2500 rpm) and four engine loads (BMEP: similar to 3.3, 5.0, 6.6 and 8.3 bar). According to the results of comprehensive combustion and performance tests, ethyl and methyl esters showed higher brake specific fuel consumption, higher peak heat release rate and cylinder pressure values compared to pure diesel fuel on average. Ethyl and methyl esters showed similar performance and combustion characteristics. Pilot injection and main injection durations of the ester fuels were higher than those of diesel fuel. The relationship between the determined and the calculated combustion and injection values of the test fuels changed with respect to engine operating parameters.