An on-line supercritical fluid extraction coupled with supercritical fluid chromatography method was developed for the determination of four major aromatic constituents in vanilla. The parameters of supercritical fluid extraction were systematically investigated using single factor optimization experiments and response surface methodology by a Box-Behnken design. The modifier ratio, split ratio, and the extraction temperature and pressure were the major parameters which have significant effects on the extraction. While the static extraction time, dynamic extraction time, and recycle time had little influence on the compounds with low polarity. Under the optimized conditions, the relative extraction efficiencies of all the constituents reached 89.0-95.1%. The limits of quantification were in the range of 1.123-4.747 μg. The limits of detection were in the range of 0.3368-1.424 μg. The recoveries of the four analytes were in the range of 76.1-88.9%. The relative standard deviations of intra- and interday precision ranged from 4.2 to 7.6%. Compared with other off-line methods, the present method obtained higher extraction yields for all four aromatic constituents. Finally, this method has been applied to the analysis of vanilla from different sources. On the basis of the results, the on-line supercritical fluid extraction-supercritical fluid chromatography method shows great promise in the analysis of aromatic constituents in natural products.