Enzymatic synthesis of aromatic esters of four different sugar alcohols (xylitol, arabitol, mannitol, and sorbitol) with 3-(4-hydroxyphenyl)propionic acid was performed in organic solvent medium, using immobilized Candida antarctica lipase (Novozyme 435), and molecular sieves for control of the water content. The influence of reaction parameters on the conversion has been investigated, including reaction time, temperature, alcohol/acid molar ratio, and enzyme amount. The highest conversions (94% for xylitol, 98% for arabitol, 80% for mannitol, and 93% for sorbitol) were obtained in pure tert-butanol at 60 °C and 72 h reaction time, 0.3 alcohol/acid molar ratio, and 0.5 g/mol enzyme/substrate ratio. The isolated new sugar alcohols esters were identified by different spectral analyses. MALDI-TOF MS analysis showed the formation of monoesters, diesters, and small quantities of triesters for all investigated sugar alcohols. The catalytic efficiency of the enzyme was higher for the pentitol substrates, decreasing in the following order: arabitol > xylitol > sorbitol > mannitol. These new compounds could have interesting applications in food, pharmaceutical and cosmetic formulations.