Considering the short shelf life of fresh pumpkin due to its high water content and the extensive use of dried pumpkin in the food industry, it is necessary to find an efficient drying method that minimizes water activity and preserves nutritional properties. In this study, the effects of hot air drying (HAD), vacuum drying (VAD), and conductive drying (CD) at 50, 60, and 70 °C on fatty acid profiles were investigated to determine optimal drying conditions that preserve fatty acid (FA) quality and associated nutritional benefits. Results showed that drying methods had a significant effect (p < 0.05) on fatty acid composition and yield, resulting in different amounts of palmitic, oleic, linoleic, and linolenic acids as major FAs compared to fresh pulp. The saturated FA content was higher in CD pulp (up to 42.37%), followed by HAD and VAD. Oleic acid, as the most important representative of monounsaturated FAs, came from VAD (up to 30.64%). Linoleic and linolenic acid, as the most important polyunsaturated FAs of the omega-6 and omega-3 fatty acids, were found in higher proportions in CD pulp at 50 and 60 °C (up to 31.12%) and HAD pulp at 60 and 70 °C with an airflow velocity of 1.5 m/s (up to 39.70%). In addition, the peel and seeds, the by-products resulting from the processing of the fruit pulp, were also evaluated with regard to the fatty acid profile. Two fractions also contained the four major FAs in representative amounts, indicating their valuable reuse.