This work investigates the separation of soybean oil/compressed n-butane and soybean oil/liquefied petroleum gas (LPG) mixtures, using ultra- and nanofiltration membranes. For this purpose, soybean oil/n-butane and soybean oil/LPG in the mass ratio of 1:3 were continuously fed into a flat sheet module without the recycle. The effects of the feed pressure (10, 20, and 30 bar), the pressure difference (1, 5, and 10 bar) and the pre-treatment with ethanol and n-propanol on the oil permeate flux and oil retention were investigated. The membranes with best performance (higher oil retention combined with high solvent permeate flux) were Sepa GM (4kDa) and Sepa HL (98% MgSO4), previously conditioned in ethanol. The Sepa GM membrane showed oil retention between 95 to 99%. The Sepa HL membrane showed oil retention between 83 to 97%. The pre-treatment with ethanol improved the permeate flux. In most of the experimental conditions severe membrane fouling was observed. A change in the permeate flux and oil retention behaviour was observed in the assays with LPG as solvent due to the different gas composition when compared with n-butane.