Microalgal biomass is a sustainable source of bioactive lipids with omega-3 fatty acids. The efficient extraction of neutral and polar lipids from microalgae requires alternative extraction methods, frequently combined with biomass pretreatment. In this work, a combined ultrasound and enzymatic process using commercial enzymes Viscozyme, Celluclast, and Alcalase was optimized as a pretreatment method for Nannochloropsis gaditana, where the Folch method was used for lipid extraction. Significant differences were observed among the used enzymatic pretreatments, combined with ultrasound bath or probe-type sonication. To further optimize this method, ranges of temperatures (35, 45, and 55 °C) and pH (4, 5, and 8) were tested, and enzymes were combined at the best conditions. Subsequently, simultaneous use of three hydrolytic enzymes rendered oil yields of nearly 29%, showing a synergic effect. To compare enzymatic pretreatments, neutral and polar lipids distribution of Nannochloropsis was determined by HPLC–ELSD. The highest polar lipids content was achieved employing ultrasound-assisted enzymatic pretreatment (55 °C and 6 h), whereas the highest glycolipid (44.54%) and PE (2.91%) contents were achieved using Viscozyme versus other enzymes. The method was applied to other microalgae showing the potential of the optimized process as a practical alternative to produce valuable lipids for nutraceutical applications.