The knowledge of thermodynamic properties such as the heat of mixing or the heat capacity is very important for the correct design and the optimisation of separation processes. This paper describes thermal effects associated with the supercritical carbon dioxide extraction and fractionation of eucalyptus and citrus essential oils. In particular, the excess molar enthalpies (HEm) for the binary mixtures CO2 + citral and the ternary mixtures CO2 + 1,8-cineole + limonene were measured at conditions of temperature and pressure typically used in these techniques. Values for both systems were exothermic over the entire range of composition, exhibiting a very exothermic minimum in the CO2-rich region due to the change of state of carbon dioxide from that of a low-density fluid to that of a liquid-mixture composition. Data were analysed in terms of phase equilibria and critical parameters as well as densities of pure components and their mixtures. Cubic equations of state were used to model data, values for the ternary mixtures were satisfactorily predicted using binary data for the three related binary systems. Thermal effects reported in this publication and in previous work for binary mixtures formed by supercritical CO2 and the key components of eucalyptus and citrus essential oils (1,8-cineole, limonene, linalool and citral) were compared and analysed in terms of CO2–terpene interactions. In the case of 1,8-cineole and limonene, values for the temperature increments due to their mixing with carbon dioxide were estimated and found to be of considerable magnitude.