Caffeic acid, the naturally polyphenolic substance in coffee, fruits, vegetables and olive oil, exhibits well-known antioxidant, anti-inflammatory and anticancer activities. Overcoming its shortcomings in solubility, a one-pot approach for the lipase enzymatic transesterification synthesis of hydrophilicity and lipophilicity caffeoyl structured lipids from ethyl caffeate (EC) was established using diacylglycerols as acceptor in a solvent-free system. The results showed that food-grade Lipozyme® 435 showed the best catalytic activity for the reaction. More lipophilicity caffeoylated acylglycerols (CAGs) were selectively formed than that of hydrophilicity glyceryl caffeates (GCs) when diacylglycerols were used as caffeoyl acceptors. The activation energies for EC conversion and for the selective formations of GCs and CAGs were 52.38, 48.30, 53.79 kJ/mol for distearate (DStG), and 53.71, 62.60, 48.96 kJ/mol for Enova oil, respectively. Investigating various reaction parameters (time, temperature, enzyme dosage, and substrate ratio), the maximum EC conversion and caffeoyl structured lipids yields were achieved at 92.2% and 89.6% for DStG, and 92.3% and 90.8% for Enova oil, respectively. Using DStG as representative caffeoyl receptors, a controllable selective synthesis of high GCs and CAGs (56.8%, 54.6%) was achieved from the established response surface model. This research provides an alternative route for hydrophilicity and lipophilicity caffeoyl ester derivatives synthesis and extends the application of caffeic acid.