This work reports solvent-free enzymatic glycerolysis of olive oil with an immobilized lipase (Novozym 435) using Tween 40, Tween 65, Tween 80, Tween 85, Triton X-100, and soy lecithin as surfactants. The first step was the screening of two potential surfactants for Monoacylglycerol (MAG) and Diacylglycerol (DAG) production with a pre-established operating condition and 2 h of reaction time. Afterwards, a sequential experimental design strategy was carried out in order to optimize MAG and DAG production using Tween 65 and Triton X-100 as surfactants. The operating conditions that optimized MAG and DAG yields were 70 degrees C, stirring rate of 600 rpm, glycerol:olive oil molar ratio of 6:1, 16 wt% of surfactant Tween 65 and 9.0 wt% of Novozym 435, leading to a content of 26 and 17 wt% of MAG and DAG, respectively.