In the current research, the supercritical carbon dioxide (SCCO2) procedure was used to extract volatile oils from perilla leaves. The yields of the volatile oils and the four main constituents, limonene, perillaldehyde, β-caryophyllene, and (Z,E)-α-farnesene obtained by the SCCO2 procedure were 1.31-, 1.12-, 1.04-, 1.05-, and 1.07-fold higher than those obtained by the hydrodistillation technique, respectively. Furthermore, the duration and temperature of extraction were 40 min and 45 °C lower, respectively, in the former procedure compared to the latter technique. These advantages reveal that SCCO2 not only obtains high-quality extracts, but also meets the requirements of green environmental protection. The theoretical solubilities of the volatile oils acquired by the SCCO2 dynamic extraction at various temperatures and pressures were 1.385 × 10−3–8.971 × 10−3 (g oil/g CO2). Moreover, the three density-based models were well correlated with these theoretical solubility data, with a high coefficient of determination and low average absolute relative deviation.