The whole berry, pulp, and seed of sea buckthorn fruit were extracted with supercritical $CO_2$ to produce edible oils. The effects of extraction pressure, temperature, and $CO_2$ flow rate on the oil yield and extraction rate were investigated, and the fatty acid composition, tocopherol, and carotenoid contents of the oils were compared. The results showed that the extraction rate was affected by pressure, temperature, and $CO_2$ flow rate and, in general, the yield increased with a rise in any of the 3 variables. Fatty acids in the whole berry and pulp oil were dominated by monounsaturated fatty acids (>64%), followed by saturated fatty acids (about 30%). In contrast, fatty acids in the seed oil consisted mainly of polyunsaturated (>60%) and monounsaturated fatty acids (>24%). The seed oil had a slightly higher content of tocopherols, but a much lower content of carotenoids, compared with the whole berry or pulp oil.