Due to their valuable meat and hepatopancreas, the world’s most famous delicacies, crabs, have become target species of commercial fisheries and aquaculture. By methods of supercritical fluid and high-performance liquid chromatography, coupled with high resolution mass spectrometry, we analyzed triacylglycerols (TG) and phospholipids (PL)—glycerophosphoethanolamines (PE), glycerophosphocholines (PC), glycerophosphoserines (PS), and glycerophosphoinositols (PI)—in the hepatopancreas and muscles of the Japanese mitten crab Eriocheir japonica and the red king crab Paralithodes camtschaticus inhabiting the Sea of Japan. TGs were the main class of lipids in the crab hepatopancreas, while they were found in trace amounts in muscle. TGs of E. japonica differed from those of P. camtschaticus by a higher content of 16:0, 16:1, 18:2, and 20:4 FA and a lower content of eicosapentaenoic and docosahexaenoic acids. The Japanese mitten crab differed from the red king crab by a lower content of molecular species with eicosapentaenoic acid in PC and PI; an increased content of arachidonic acid in PE, PS, and PI; and a lower content of molecular species with docosahexaenoic acid in PE in the hepatopancreas and muscles. The high nutritional value of the crabs E. japonica and P. camtschaticus was confirmed by a high content of molecular species of lipids with n-3 polyunsaturated fatty acids. The data of the lipid molecular species profile provide new background information for future studies on biochemistry and aquaculture of crabs.