Neat vegetable oils having high viscosity and low volatility could result in incomplete combustion in engine operation. The remedy for this is conversion of vegetable oils into biodiesels in order to reduce viscosity and increase volatility, thereby improving the performance in a Cl engine. Biodiesel is methyl ester derived from vegetable oils (edible and non edible oils) or animal fats. Biodiesel can be used in pure form or as a blended form with diesel fuel and tested in Cl engines with little or no modifications. This article presents the results of investigations carried out on a single cylinder four stroke, and direct injection diesel engine operated with biodiesels of coconut oil, palm oil, and rubber seed oil. Comparative analysis in terms of brake power brake thermal efficiency, brake specific fuel consumption, CO, HC, and NOx are discussed. The brake thermal efficiency of palm oil biodiesel is found higher and lower brake specific flail consumption compared to biodiesels of coconut oil and rubber seed oil. Rubber seed oil biodiesel shows less emissions (CO and NOx) compared to coconut oil biodiesel and palm oil biodiesel. The economic analysis indicates that rubber seed oil biodiesel is less costly compared to biodiesel of coconut and palm oils, and to diesel fuel.