Microalgae biomass can be a feasible source of ω‐3 fatty acids due to its stable and reliable composition. In the present study, the Crypthecodinium cohnii growth and docosahexaenoic acid (DHA, 22:6ω3) production in a 100 L glucose‐fed batch fermentation was evaluated. The lipid compounds were extracted by supercritical carbon dioxide (SC‐CO2) from C. cohnii CCMP 316 biomas, was and their fatty acid composition was analysed. Supercritical fluid extraction runs were performed at temperatures of 313 and 323 K and pressures of 20.0, 25.0 and 30.0 MPa. The optimum extraction conditions were found to be 30.0 MPa and 323 K. Under those conditions, almost 50% of the total oil contained in the raw material was extracted after 3 h and the DHA composition attained 72% w/w of total fatty acids. The high DHA percentage of total fatty acids obtained by SC‐CO2 suggested that this extraction method may be suitable for the production of C. cohnii value added products directed towards pharmaceutical purposes. Furthermore, the fatty acid composition of the remaining lipid fraction from the residual biomass with lower content in polyunsaturated fatty acids could be adequate for further uses as feedstock for biodiesel, contributing to the economy of the overall process suggesting an integrated biorefinery approach.