A process for the discontinuous extraction of components of nutraceutical interest such as carotenoids and omega-3 from microalgae biomass and their separation, characterized in that the inlet feed of the process is a lyophilized microalgal biomass, wherein said extraction and separation take place at the same time and said process occurs by using carbon dioxide in supercritical conditions, both pure and in mixture with a solvent, and wherein said separation takes place selectively with respect to the components and by several subsequent extractions, said process comprising the following steps: a. a first extraction in which the triglycerides of EPA and DHA are separated from said lyophilized microalgal biomass by extraction with pure supercritical carbon dioxide; b. a second extraction in which the tripalmitin is separated from the residue of the previous extractor by extraction with pure supercritical carbon dioxide; c. a third extraction in which the carotenoids are separated from the residue of the previous extractor, by extraction with supercritical carbon dioxide mixed with a solvent consisting of ethanol at 5% by weight; d. a first phase separation in which is routed the extract outcoming from the first extractor, consisting of carbon dioxide and triglycerides, and which allows the recovery of carbon dioxide by desorption, and its recirculation at the beginning of the triglyceride extraction process; e. a second phase separation in which is routed the extract outcoming from the second extractor, consisting of carbon dioxide and tripalmitin, and which allows recovery of carbon dioxide by desorption, and its recirculation at the beginning of the triglyceride extraction process; f. a third phase separation in which is routed the extract outcoming from the third extractor, consisting of the mixture of carbon dioxide / ethanol and carotenoids, and which allows the separation of carbon dioxide from the carotenoids and ethanol by desorption, and its consequent recirculation at the beginning of the carotenoid extraction process; g. an evaporation operating at lower pressure or under vacuum condition, in which it is routed the residue of the previous third separator, consisting of carotenoids and ethanol, and which allows the separation, by evaporation, of ethanol from carotenoids, and thus the recirculation of ethanol at the beginning of the carotenoid extraction process; h. the storage of the extracted product in storage tanks in which pressure and temperature are controlled; wherein all the auxiliary equipment, such as pumps, compressors, heat exchangers and valves, are able to reach the process conditions suitable for the optimal performance of the aforementioned process. a. a first extraction in which the triglycerides of EPA and DHA are separated from said lyophilized microalgal biomass by extraction with pure supercritical carbon dioxide; b. a second extraction in which the tripalmitin is separated from the residue of the previous extractor by extraction with pure supercritical carbon dioxide; c. a third extraction in which the carotenoids are separated from the residue of the previous extractor, by extraction with supercritical carbon dioxide mixed with a solvent consisting of ethanol at 5% by weight; d. a first phase separation in which is routed the extract outcoming from the first extractor, consisting of carbon dioxide and triglycerides, and which allows the recovery of carbon dioxide by desorption, and its recirculation at the beginning of the triglyceride extraction process; e. a second phase separation in which is routed the extract outcoming from the second extractor, consisting of carbon dioxide and tripalmitin, and which allows recovery of carbon dioxide by desorption, and its recirculation at the beginning of the triglyceride extraction process; f. a third phase separation in which is routed the extract outcoming from the third extractor, consisting of the mixture of carbon dioxide / ethanol and carotenoids, and which allows the separation of carbon dioxide from the carotenoids and ethanol by desorption, and its consequent recirculation at the beginning of the carotenoid extraction process; g. an evaporation operating at lower pressure or under vacuum condition, in which it is routed the residue of the previous third separator, consisting of carotenoids and ethanol, and which allows the separation, by evaporation, of ethanol from carotenoids, and thus the recirculation of ethanol at the beginning of the carotenoid extraction process; h. the storage of the extracted product in storage tanks in which pressure and temperature are controlled;