Microalgae, which are promising candidates for biodiesel production, possess a robust cell wall which prevents the release of intracellular lipids in the medium. The breaking of the algal cell wall for lipid releasing can be energy-intensive. The direct or in situ supercritical transesterification method is considered to have the potential to disrupt the rigid algal cell wall and convert the extracted lipids into biodiesel in only one step, thus reducing significantly the process energy consumption. In this work, wet (similar to 80 wt.% moisture) and dry unwashed marine microalgae Nannochloropsis gaditana were used directly to synthesize biodiesel in a single-step process by direct transesterification with no added catalysts using supercritical methanol. The effect of main process parameters (methanol to dry algae ratio, reaction time and temperature) was studied. Initially, the methanol to dry algae ratio (6:1-12:1 vol,/wt.) was investigated and then the synergic effect between reaction time (10-50 min) and temperature (245-290 degrees C) was studied using a factorial experimental design. In addition, the effect of the supercritical process on the structure of the algal cell walls was studied by scanning electron microscopy observations. Maximum biodiesel yields of similar to 0.46 and similar to 0.48 g/g of lipids were reached from wet and dry unwashed algal biomass, respectively, at 255-265 degrees C, 50 min reaction time, and using a methanol to dry algae ratio of 10:1