Sea cucumber is a marine invertebrate that is of great interest in Asian cuisine because of its nutritional characteristics and in scientific research due to its medicinal properties, including antioxidant, anti-inflammatory, antiviral and other actions. Knowledge of biochemical composition is an essential pillar to explain, confirm and/or instigate ecological and reproductive studies. This work aimed to determine the biochemical composition in relation to lipids, proteins and total carbohydrates and fatty acids of the gonad, digestive tract and/or body wall of Holothuria (Halodeima) grisea and relate the biochemical information with environmental conditions (temperature, pH, salinity, food sources) in the winter and summer. Biometric measurements were obtained by weighing of the entire body and the tissues. Quantifications and characterizations of biomolecules were obtained by combining gravimetric and analytical techniques. Sexes were identified using classical histology techniques. Atherogenic (AI), thrombogenic (TI) indices and the hypocholesterolemic/hypercholesterolemic ratio were used to assess the quality of fatty acids. The organisms showed significant differences between seasons and/or between sexes among biometric and biochemical parameters. In general, females have greater amounts of biomolecules than males and these fluctuations are related to water temperature and reproductive stage. The fatty acids coincided with the literature for sea cucumbers and the nutritional quality indices were better than other species, in addition to indicating summer as the ideal season for consumption. Therefore, Holothuria (Halodeima) grisea presented a variable biochemical composition between seasons and sexes, being influenced by water temperature and diet, and has the potential to be used in an aquaculture system and in the management of natural stocks.