Recently, supercritical fluid extraction (SFE) has been indicated to be utilized as part of a biorefinery, rather than as a stand-alone technology, since besides extracting added value compounds selectively it has been shown to have a positive effect on the downstream processing of biomass. To this extent, this work evaluates economically the encouraging experimental results regarding the use of SFE during annatto seeds valorization. Additionally, other features were discussed such as the benefits of enhancing the bioactive compounds concentration through physical processes and of integrating the proposed annatto seeds biorefinery to a hypothetical sugarcane biorefinery, which produces its essential inputs, e.g., CO2, ethanol, heat and electricity. For this, first, different configurations were modeled and simulated using the commercial simulator Aspen Plus® to determine the mass and energy balances. Next, each configuration was economically assessed using MATLAB. SFE proved to be decisive to the economic feasibility of the proposed annatto seeds-sugarcane biorefinery concept. SFE pretreatment associated with sequential fine particles separation process enabled higher bixin-rich extract production using low-pressure solvent extraction method employing ethanol, meanwhile tocotrienols-rich extract is obtained as a first product. Nevertheless, the economic evaluation showed that increasing tocotrienols-rich extract production has a more pronounced positive impact on the economic viability of the concept.