The separation and characterization of novel biomolecules, phenolic lipids, obtained by the enzymatic transesterification in organic solvent-free media of krill oil with 3,4-dihydroxyphenylacetic acid were investigated. The experimental findings showed that by increasing the polarity of the gradient eluent and by decreasing the solvent strength of the mobile phase, from methanol to acetonitrile, a higher resolution was obtained. The use of a shorter column and smaller particle packing size resulted in an enhancement of the efficiency, with decreases in both separation time and solvent consumption. Overall, the evaporative light-scattering detector (ELSD) showed better repeatability of the resolution (R), theoretical plate number (n), plates per meter (N) and the retention time values as compared to that of the UV detection at 210 and 280 nm. In terms of detection and repeatability, ELSD was shown to be a more appropriate tool for the quantitative analysis of the components of krill oil and its esterified phenolic lipids than UV detection. Fourier transform infrared spectroscopy analysis tentatively confirmed the nature of the separated compounds. In addition, the structural analyses of novel biomolecules by HPLC-MS-APCI/ESI suggested the formation of two phenolic monoacylglycerols.