Avocado oil is rich in nutrients beneficial to human health, such as monounsaturated fatty acids, phenolic compounds, tocopherol, and carotenoids, with numerous possibilities for application in industry. This review explores, through a comparative approach, the effectiveness of the supercritical oil extraction process as an alternative to the conventional cold-pressing method, evaluating the differences in the extraction process steps through the effect of temperature and operating pressure on bioactive quality and oil yield. The results reveal that supercritical avocado oil has a yield like that of mechanical cold pressing and superior functional and bioactive quality, especially in relation to α-tocopherol and carotenoids. For better use and efficiency of the supercritical technology, the maturation stage, moisture content, fruit variety, and collection period stand out as essential factors to be observed during pre-treatment, as they directly impact oil yield and nutrient concentration. In addition, the use of supercritical technology enables the full use of the fruit, significantly reducing waste, and adds value to the agro-industrial residues of the process. It produces an edible oil free of impurities, microorganisms, and organic solvents. It is a green, environmentally friendly technology with long-term environmental and economic advantages and an interesting alternative in the avocado market.