1. A process for preparing biodiesel from renewable oil and fat catalyzed by lipase with online dehydration, wherein a short chain alcohol ROH is used as an acyl-acceptor, and a lipase is utilized as the catalyst to catalyze transesterification reaction of oil and fat feedstock with said short chain alcohol, so as to synthesize biodiesel comprising the steps of: adding oil and fat in a single-stage or multi-stage reactor, adding 4-8 mole of short chain alcohol per mole of the oil and fat, and 20-2000active units of lipase per gram of the oil and fat into the reactor, wherein one unit of lipase produces one μmol of the product per minute, carrying out online dehydration with a membrane or a molecular sieve during the whole or part of the catalytic process by the lipase; and maintaining the temperature at 20-50° C.; after 3-10 hours reaction, the yield for converting oil and fat feedstock into biodiesel being over 98%, and the final product requiring less than 0.5 mg KOH per gram of oil to neutralize.