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Baltic herring (Clupea harengus membras) is one of the most abundant commercially caught fish species from the Baltic Sea. Despite the high content of fat and omega-3 fatty acids, the consumption of Baltic herring has decreased dramatically over the last four decades, mostly due to the small sizes and difficulty in processing. At the same time there is an increasing global demand for fish and fish oil rich in omega-3 fatty acids. This study aimed to investigate enzyme-assisted oil extraction as an environmentally friendly process for valorizing the underutilized fish species and by-products to high quality fish oil for human consumption. Three different commercially available proteolytic enzymes (Alcalase®, Neutrase® and Protamex®) and two treatment times (35 and 70 min) were investigated in the extraction of fish oil from whole fish and by-products from filleting of Baltic herring. The oil quality and stability were studied with peroxide- and p-anisidine value analyses, fatty acid analysis with GC-FID, and volatile compounds with HS-SPME-GC-MS. Overall, longer extraction times led to better oil yields but also increased oxidation of the oil. For whole fish, the highest oil yields were from the 70-min extractions with Neutrase and Protamex. Protamex extraction with 35 min resulted in the best fatty acid composition with the highest content of eicosapentaenoic acid (EPA; 20:5n-3) and docosahexaenoic acid (DHA; 22:6n-3) but also increased oxidation compared to treatment with other enzymes. For by-products, the highest oil yield was obtained from the 70-min extraction with Protamex without significant differences in EPA and DHA contents among the oils extracted with different enzymes. Oxidation was lowest in the oil produced with 35-min treatment using Neutrase and Protamex. This study showed the potential of using proteolytic enzymes in the extraction of crude oil from Baltic herring and its by-products. However, further research is needed to optimize enzymatic processing of Baltic herring and its by-products to improve yield and quality of crude oil.