The marine microalga Tisochrysis lutea is a potential and sustainable source of bioactive compounds such as carotenoids and omega-3 fatty acids. In the present work, the extraction of fucoxanthin and docosahexaenoic acid (DHA), the most abundant omega-3 fatty acid which constitutes polar lipids particularly in the brain, was studied using advanced extraction techniques with green and bio-based solvents compared to traditional extraction techniques with hazardous organic solvents. The experimental design to maximize the lipid extraction yield by ultrasound-assisted extraction (UAE) was developed, choosing as experimental factors the percentage of solvent (0, 50 and 100% of 2-methyl-tetrahydrofuran or 2-methyloxolane (2-me-THF) in ethanol), the extraction time (20, 30 and 40 min) and temperature (40, 50 and 60 ºC). The highest lipid extraction yields were obtained using ethanol as solvent. Nevertheless, the most interesting extracts based on their chemical composition were obtained when the presence of 2-me-THF in the extraction mixture was greater than that of ethanol. Through analytical techniques such as HPLC-ELSD/DAD and GC-MS as well as spectrophotometric techniques, the contents of polar lipids, fatty acids, total carotenoids and fucoxanthin were quantified. In addition, the antioxidant capacity of different selected extracts was studied, being once again the most interesting those extracted with different amounts of 2-me-THF due to its selectivity and enriched composition in high-added value bioactives, mainly fucoxanthin and DHA. Therefore, it is shown the importance of choosing an advanced extraction technique together with the use of green solvents not only to develop procedures that are in agreement with Green Chemistry but also to preserve its bioactivity.