Waste or by-products produced during food processing can be used as a potential source of bioactive compounds including natural pigments. Natural pigments/colourants have numerous health benefits whereas the synthetic colourants have many negative effects on human health. Thus, there is a considerable interest worldwide in pigments extraction from natural sources. Conventional extractions such as soxhlet extraction, water distillation, and solvent extraction have many limitations such as large solvent consumption, long extraction time, and low extraction yields. Therefore, novel techniques such as high pressure, ultrasound, negative pressure and electric field have been employed to assist the pigment extraction process. The novel extraction methods are being developed with the primary aim of higher pigment yield, lower solvent consumption, minimised environmental effects and the convenience of extraction. With this perspective, the present review provides recent insights into the recovery of natural pigments from food wastes/by-products and the application of novel non-thermal technologies for their recovery.