For development of zero trans baking shortenings enzymatic interesterification was applied. Both immobilized (Novozym 435, Lipozyme RM IM, Lipase PS “Amano” IM) and native (Lipase A “Amano” 12, Lipomod TM 34P) enzymes were applied as biocatalysts. Palm stearin was explored as a source of palmitic acid. The immobilized enzymes formed new asymmetric triacylglycerols containing palmitic acid. The interesterification process produced the zero trans fats with the solid fat content profiles closely matching those of the commercial baking shortening. Not only did the novel structured lipids have comparable physical properties with the commercial baking shortening, but also offered additional health benefits. Thus enzymatic interesterification with immobilized lipases offered great potential in production of fats with expected properties.