This invention relates to a process for obtaining highly pure aliphatic dialkyl esters of saturated dicarboxylic acids from vegetable oils, which can advantageously be used in polymerization. The process comprises the steps of reacting with an aliphatic alcohol a triglycerides mixture containing at least one triglyceride of at least one saturated dicarboxylic acid in the presence of one or more catalysts capable of catalyzing the esterification and transesterification reactions, and separating the dialkyl esters of saturated dicarboxylic acids from the reaction mixture thus obtained.