This study provides an efficient alternative by extracting bioactive compounds from Haematococcus pluvialis via matrix solid-phase dispersion (MSPD) from its wet form, reducing one of the process steps with the greatest economic impact, the drying of the microalga. To obtain a suitable extract for nutraceutical purposes, solvents with the generally recognised as safe (GRAS) designation (ethanol, ethyl lactate, and ethyl acetate) with limitations of use (acetone) and extractants with higher toxicity such as methanol and methyl-tert-butyl ether (MTBE) are contrasted. Through the optimisation of the extractive process, ethanol, a GRAS solvent, presents the best overall recovery for carotenoid compounds and fatty acids, showing an antioxidant activity of 1.58 mmolTE g−1 DW, comparable to its synthetic alternative of petrochemical origin without the drawback of having limitations in its food use. In addition, the identification of the phenolic compounds, phloroglucinol, p-coumaric acid, gallic acid, and catechin, not previously characterised in red stage H. pluvialis, provides a response to the phenolic activity present in the extract (24.65 mmolGAE g−1 DW). Comparison of the extractive efficiency obtained with the main methods for the extraction of carotenoids and fatty acids in H. pluvialis, in contrast to the proposed method, shows a positive feasibility of this approach.