This study highlights the effect of solvent polarity on the yield (Y%) and properties of oil extracted from Algerian sesame seeds. Extractions were carried out under Soxhlet conditions with the following solvents: hexane (Hx), ethanol (Eth), acetone (Ac), dichloromethane (Di), isopropanol (Iso), hexane:isopropanol (Hx:Iso), and chloroform:methanol (Chf:Me). The sesame oil yield obtained using different solvents ranged from 28.86 to 52.83%. Fatty acids and sterols analyses were performed by GC on capillary column. γ‐Tocopherol was the major tocochromanol compound detected by HPLC‐fluorescence. Fourteen fatty acids were identified, with the predominance of oleic and linoleic acids. The main sterol in sesame oil was β‐sitosterol, followed by stigmasterol, campesterol, and Δ5‐avenasterol which were present in lower concentrations. High correlations were found between arachidic, gadoleic, behenic, and lignoceric acids concentrations; these results were explained by the metabolic biosynthesis pathway of the biologically active long‐chain PUFA by successive elongation and desaturation. Principal component analysis (PCA) of the data obtained from sesame oil composition enabled an easy comparison of the different extraction solvents, and correlated their properties with the most characteristic components of the extracted oils with a view to understand solvent–oil interaction, and to establish the effects of extracting solvent on such oil composition.Practical applications: This study showed that the choice of solvent depends largely on the desired fraction to be extracted. Sesame oil was better extracted with less‐polar solvents but membrane‐associated lipids are more polar and require polar solvents capable of breaking hydrogen bonds or electrostatic forces. Owing to the differences in solvent capacity, the fatty acids, sterols, and tocopherols extracted along with the oil vary, leading to differences in the quality of the extracted oil. The results obtained in this study could be applied in industrial extraction to encourage the use of alternative extraction solvents.