Seven fatty acids were detected by GC-MS in Xanthoceras sorbifolium Bunge seed oil extracted at different temperatures, including Palmitic acid C16:0, Stearic acid C18:0, Oleic acid C18:1, Eicosenoic acid C20:1, Docosenoic acid C22:1, Tetracosenoic acid C24:1, and Linoleic acid C18:2. The highest content of nervonic acid (NA) was found in Xanthoceras sorbifolium Bunge seed oil extracted at 70 °C. Three methods were selected to analyze the extraction rate of nervonic acid in Xanthoceras sorbifolium Bunge seed oil, including urea complexation, low-temperature solvent crystallization, and a combined treatment using these two methods. The final content of nervonic acid obtained was 14.07%, 19.66%, and 40.17%, respectively. The combined treatment method increased the purity of nervonic acid in Xanthoceras sorbifolium Bunge seed oil by 12.62 times. Meanwhile, thermogravimetric behavior analysis of samples extracted using different methods was conducted by thermogravimetric analyzer, which suggested that the thermal stability of the samples extracted by the combined treatment was enhanced. These results can provide a new process parameter and scientific basis for the extraction of NA. At the same time, FTIR and NMR were also used to characterize the combined extraction sample, and the structure of the samples was proved.