Brown macroalgae are rich sources of nutrients and health-promoting compounds. Nevertheless, their consumption is still limited by their strong organoleptic characteristics, thus requiring the development of extraction strategies to profit from their nutritional value. To fulfil this, two sequential extraction approaches were developed, differing in the solvent used in the first extraction step, water in approach 1 or food-grade ethanol in approach 2, to obtain economic and affordable extracts rich in specific compounds from Fucus vesiculosus. The use of water in the first step of extraction allowed us to recover water-soluble phlorotannins, laminarans and mannuronic-rich alginates, making the subsequent 70% ethanol extract richest in fucoxanthin (0.07% algae DW), and the hot water fractions purest in fucoidans and alginates with a lower mannuronic-to-guluronic (M/G) ratio (2.91). Conversely, when beginning extraction procedures with 96% ethanol, the recovered yields of phlorotannins increased (0.43 g PGE/100 g algae DW), but there was a concomitant seven-fold decrease in the recovery of fucoxanthin in the subsequent 70% ethanol extract. This approach also led to less pure hot water fractions containing fucoidans, laminarans and alginates with a higher M/G ratio (5.50). Overall, this work unveiled the potential of the first extraction steps in sustainable and holistic cascade strategies to modulate the composition of food-grade extracts, creating prospects of their application as tailored functional ingredients in food products.