The present study investigated the influence of the extraction techniques expeller pressing, alcohol-extraction and supercritical CO2 (SC-CO2) on the chemical composition, antioxidant capacity and oxidative stability of pomegranate seed oil (PSO) and determined, by experimental design, improved conditions of SC-CO2 extraction with co-solvent to obtain PSO concentrated in bioactive compounds from the seeds. Pressed-PSO (P-PSO) and SC-CO2-PSO (SC-PSO) presented higher conjugated linolenic acid (cLnA) contents, while alcohol-extracted-PSO (A-PSO) showed higher contents of phenolic compounds, tocopherols and phytosterols, and higher antioxidant capacity and oxidative stability than P-PSO and SC-PSO. The fractional factorial design of the SC-PSO with alcohol as co-solvent indicated two improved extraction conditions, one resulting in an oil enriched with tocopherols and the other in an oil enriched with phenolics. A-PSO and SC-PSO with alcohol as co-solvent can be considered specialty oils, rich in cLnA, phenolics and tocopherols, promising as nutraceutical ingredients.