Lipids are an important part of the roasting and extraction of coffee, as they impart flavor and aroma to the coffee while it is roasting. Here, coffee oil was extracted from roasted coffee beans, and several ethanol extraction (EE), ultrasound extraction (UE), microwave extraction (ME), and ultrasonic-enzyme extraction (UME) treatments were performed. The oils from the UME group were better in terms of color, acid value, peroxide value, tocopherol content, and other indicators. Glycerolipids, glycerophospholipids, and sphingolipids were evaluated in the three groups via coffee oil analysis via quantitative lipidomics. The sphingolipid and glycerophospholipid metabolic pathways showed considerable lipid enrichment when the identified differential lipids were subjected to metabolic pathway enrichment. Coffee oils subjected to various processing techniques showed substantial changes, as determined by multivariate regression; significantly different lipids were identified as candidate biomarkers. The production of coffee goods can benefit from these new insights into the extraction and application of coffee oil.