Supercritical extraction using ethane and CO2, acceptable solvents for food products, was explored for the recovery of the methylxanthines caffeine and theobromine and cocoa butter from cocoa beans using a high-pressure apparatus. Continuous extraction of cocoa beans was performed at 343.2 K using CO2 at pressures of 20 and 40 MPa and ethane at pressures of 15.2, 24.8, and 28.3 MPa. The extraction yields of cocoa butter obtained with ethane were much higher than those obtained with CO2 because of the higher solubility of this fat in ethane. A pronounced effect of pressure on the extraction of methylxanthines and cocoa butter was observed for both solvents. Extraction curves revealed the greater facility of these solvents to extract cocoa butter followed by caffeine and theobromine. This behavior suggests a range of possible conditions under which the extraction and isolation of cocoa butter, caffeine, and theobromine from cocoa beans can be achieved. The methylxanthines in cocoa beans were slightly more soluble in ethane than in CO2 probably because of co-solvency effects of cocoa butter, which was extracted more easily using supercritical ethane. Despite the higher cost of ethane, its critical pressure is lower than that of CO2, and the higher butter solubility could render ethane a viable solvent through lower energy costs.