In the present work, the valorization of Nannochloropsis gaditana biomass is proposed within the concept of biorefinery. To this aim, high-pressure homogenization (HPH) was used to break down the strong cell wall and supercritical fluid extraction (SFE) with pure CO was applied as a first step to extract valuable compounds (such as non-polar lipids and pigments). Extraction of the remaining residue for the recovery of bioactive compounds was studied by means of an experimental design based on response surface methodology (RSM) employing pressurized liquid extraction (PLE) with green solvents such as water and ethanol. Optimum extract was achieved with pure ethanol at 170°C for 20 min, providing an important antioxidant capacity (0.72 ± 0.03 mmol trolox eq g extract). Complete chemical characterization of the optimum extract was carried out by using different chromatographic methods such as reverse-phase high-performance liquid chromatography with diode array detection (RP-HPLC-DAD), normal-phase HPLC with evaporative light scattering detection (NP-HPLC-ELSD) and gas chromatography coupled to mass spectrometry detection (GC-MS); carotenoids (e.g. violaxanthin), chlorophylls and polar lipids were the main compounds observed while palmitoleic, palmitic, myristic acids and the polyunsaturated eicosapentanoic (EPA) acid were the predominant fatty acids in all PLE extracts.