The objective of this research was to investigate and compare the results obtained in the intensification and integration of (sc-CO2) under different pressure conditions (25 and 30 MPa) at 60 °C. When intensifying the process, ethanol (10%) was used as a co-solvent (sc-CO2 + EtOH). In the process integration, black soldier fly larvae flour, defatted via supercritical extraction (SFE), was the raw material for pressurized liquid extraction (PLE) using ethanol as solvent. The extract yields, fatty acid profile, free fatty acids, triacylglycerols (TAGs), oxidative stability, and nutritional quality of the oil obtained using sc-CO2 + EtOH were evaluated. The composition of bioactive compounds (carotenoids, acidity, antioxidant compounds, tocopherols, and phospholipids) was determined in both extracts. The yields of the extracts were different by 32.5 to 53.9%. In the extracts obtained with sc-CO2 + EtOH (10%), the predominant fatty acids were oleic, palmitic, and linoleic, with considerable levels of desirable fatty acids (DFA), tocopherols, and phospholipids. The nutritional indices showed good values for polyunsaturated and saturated fatty acids (PUFAs/SFAs), above 0.45%. Extracts from larvae meal defatted with SFE showed carotenoids, phenolic compounds, and antioxidant activity. HPTLC and HPLC analyses indicated the presence of amino acids, sugars, phenolics, and organic acids in their composition. This study revealed that the supercritical fluid extraction (SFE) process, or its conditions, can modify the fatty acid composition and the presence of minor bioactive compounds in the obtained extracts.