The aim of this study was to valorize the oil recovery from red and white grape seeds (Vitis vinifera L.) that remains as by-product after the winemaking process. Oils were extracted by modern techniques, ultrasound assisted (UAE), microwave assisted (MAE) and supercritical fluid extraction (SFE), and compared to the Soxhlet extraction (SE). Firstly, SFE was optimized at different operating conditions: pressure (250–350 bar), temperature (40–60 °C), CO2 flow rate (0.2, 0.3 and 0.4 kg h−1), and particle size (315–800 µm and >800 µm). The highest extraction yields were achieved by SFE at the optimal conditions: 350 bar, 60 °C, 0.4 kg h−1. Afterwards, SFE was compared to SE, UAE and MAE with respect to oil extraction yields, and analyzed for fatty acid composition and antioxidant capacity. Considering the general classification of fatty acids, it was found that samples had high content of polyunsaturated fatty acids, regardless of extraction technology. Tocopherol content was significantly influenced by all extraction methods, whereas UAE and MAE resulted in extracts richer with lipophilic antioxidants. In conclusion, modern extractions that are suited for industrial applications had better performance as compared to SE, as judging by the oil yield and quality.