Density and compressibility are primordial parameters for the optimization of diesel engine operation. With this objective, these properties were reported for waste cooking oil biodiesel and its blends (5% and 10% by volume) mixed with diesel. The density measurements were performed over expanded ranges of pressure (0.1 to 140 MPa) and temperature (293.15 to 353.15 K) compatible with engine applications. The isothermal compressibility was estimated within the same experimental range by density differentiation. The Fatty Acid Methyl Esters (FAMEs) profile of the biodiesel was determined using a Gas Chromatography–Mass Spectrometry (GC-MS) technique. The storage stability of the biodiesel was assessed in terms of the reproducibility of the measured properties. The transferability of this biodiesel fuel was discussed on the basis of the standards specifications that support their use in fuel engines. Additionally, this original set of data represents meaningful information to develop new approaches or to evaluate the predictive capability of models previously developed.