This work shows how the sesamin and sesamolin in sesame seed can be extracted, enriched and purified by the related technologies of supercritical carbon dioxide. Sesame oil is first obtained from the sesame seeds by supercritical carbon dioxide extraction (SFE); lignans in the oil are enriched and precipitated as the top product by supercritical fluid fractionation technology (SFF); the crude lignans are then separated by supercritical fluid-simulated moving bed chromatography (SF-SMB) to obtain pure sesamin and sesamolin. The simulated moving bed is a continuous chromatography; the use of supercritical carbon dioxide as the desorbent simplifies the downstream treatment. By experimental validation, this work also shows that replacing liquid by SF as the desorbent for the SMB automatically creates a gradient operation for the SMB and enlarges the separable range of the operating conditions. Both the design and operation of the SF-SMB are introduced in this paper. The application of SF-SMB to the separation of sesamin and sesamolin provides a novel example for demonstrating the diversity of SF and the potential applications for the production of natural products and the development of botanical drugs.