α‐Linolenic acid‐rich diacylglycerol has been demonstrated with promising health promotion functions. This study examined the production, immobilization of lipase PCL, and its application in the synthesis of diacylglycerol by esterification of α‐linolenic acid with glycerol. The resin ECR8806 was selected as an effective support for the immobilization of lipase PCL. Fourier transform infrared and Laser scanning confocal microscope analysis proved that the lipase was successfully immobilized on the resin. Compared with the free PCL, the immobilized one exhibited higher temperature tolerance. Under optimized reaction conditions, a DAG content of 54.49% were obtained. After further purified by molecular distillation, the purity of DAG was up to 99.28%. During esterification, the immobilized PCL was quite stable and retained more than 91.60% of its initial activity after 10 cycles. These new findings on the immobilized PCL will make it to be a prospective enzyme in oils and fats industry.