Prunus spinosa L. is a shrub that produces berries—sloes—with a high content of phenolic compounds and anthocyanins. Numerous consumer products are made from sloes, such as “Pacharán” liquors or jams. For these reasons, it is crucial to design accurate analytical methods for the extraction of these bioactive compounds in order to promote their consumption and to improve our health. In this study, an ultrasound-assisted extraction method was developed to extract phenolic compounds and anthocyanins from sloes. Several process variables (methanol composition, pH, temperature, cycle, amplitude, and sample–solvent ratio) were optimized based on a Box–Behnken design. The most influential parameters for the extraction of total phenolic compounds were the cycle, the percentage of methanol, and pH of the extraction solvent, with 0.2 s, 67%, and pH 7 as their optimal values, respectively. For total anthocyanins, all parameters were influential, with 44% methanol at pH 2, 48 °C, 0.2 s cycles, 30% amplitude, and 1.5 g/20 mL ratio as the optimal values for their corresponding variables. Both methods showed high recoveries, short time use, and high precision (RSD < 5%). In addition, the sloe liqueur “Pacharán” and sloe jams were analyzed to demonstrate the applicability of these methods for the extraction of the real matrix.