With the aim of utilizing Jatropha oil as fuel for thermal power generation, we have developed a technique for the selective extraction of triglycerides from Jatropha seeds, which contain glycerides, free fatty acids, phosphorus, and water, using supercritical CO2 extraction. The effects of particle size, moisture content of Jatropha seeds, and entrainers, were examined. We found that using tetrahydrofuran (THF) as an entrainer led to reduce extraction times. Specifically, the extraction time was significantly decreased with the use of 7.5 wt% THF and a CO2 flow rate of 5.8 g/min. Supercritical CO2 extraction technology with the addition of THF represents an inexpensive selective extraction process from feedstocks containing oil.