It was tested the possibility that EPA and DHA could be separated from fish oil fatty acid ethyl ester(FAEE) in the supercritical carbon dioxide rectification method. Experiments were carried out in the 1800mm tall and temperature gradient packed rectification column at the pressure of 100bar and carbon dioxide flow rate of 52.43NL/min. Experimental results showed that this method was useful to separate the FAEE by the relative volatility of the components. The maximum attainable concentration of EPA, DHA and both of them in product were 41%, 43% and 57% respectively in this rectification column using raw fish oil feed.