In this study, the presence of As, Hg, Cd, Pb, and mycotoxins in sea bass side streams (muscle, head, viscera, skin, and tailfin) was evaluated as a preliminary step to assess the effect of an innovative extraction technique (Pressurized Liquid Extraction; PLE) to obtain antioxidant protein extracts. Then, a response surface methodology-central composite design was used to evaluate and optimize the PLE extraction factors (pH, temperature, and extraction time) in terms of total protein content and total antioxidant capacity (TEAC and ORAC). Heavy metals were found in all samples while DON mycotoxin only in viscera, both far below the safe limits established by authorities for fish muscle tissue and fish feed, respectively. The selected optimal PLE extraction conditions were pH 7, 20 °C, 5 min for muscle, pH 4, 60 °C, 15 min for heads, pH 7, 50 °C, 15 min for viscera, pH 7, 55 °C, 5 min for skin, and pH 7, 60 °C, 15 min for tailfins. Optimal PLE conditions allowed increasing protein content (1.2–4.5 fold) and antioxidant capacity (1–5 fold) of sea bass side stream extracts compared to controls (conventional extraction). The highest amount of protein was extracted from muscle while the highest protein recovery percentage was found in viscera. Muscle, head, and viscera extracts showed higher antioxidant capacity than skin and tailfin extracts. Moreover, different SDS-PAGE patterns were observed among samples and a greater quantity of protein fragments of lower molecular weight were found in optimal than control extracts.