In this study, the simultaneous extraction of the seed oil together with active compounds from the peel of pumpkin, using sub- and supercritical CO2 as the solvent, was evaluated. Experiments were conducted to evaluate the effect of temperature and pressure on the chemical composition of the extracts and the results were compared with those for oils extracted from pumpkin seeds and a seeds/peel mixture using the classical method and ultrasound-assisted extraction with n-hexane as solvent. The oil of the mixture presented better quality when compared to the seed oil, in relation to the content of beta-carotene, tocopherols and phytosterols and the antioxidant activity, however, seed oil presented better thermal stability. The lipid extracts presented high concentrations of oleic, linoleic and linolenic acids. The pressurized CO2 extraction provided higher quality lipid extracts in terms of the content of phenolic compounds, tocopherols and phytosterols, as well as the thermal stability and antioxidant activity.