A new technique for fractionation of citrus oil was proposed. A pressure swing adsorption process in supercritical carbon dioxide (SC-CO2) was developed with silica gel as adsorbent. Adsorption equilibrium properties and adsorption-desorption dynamics were measured. Adsorption isotherms were represented by a multicomponent Langmuir equation. Desorption curve after the equilibrium saturation indicated that the rinse step to elute the solutes in the void space of the adsorber is required in order to achieve a higher concentration factor. Based on these results, continuous pressure swing operation between the adsorption step at 8.8 MPa and 313 K and the desorption step at 19.4 MPa and 313 K, including the rinse step, was demonstrated. Effects of feed concentration, half cycle time, and CO2 flow ratio were studied. Highly concentrated fraction of oxygenated compounds was continuously obtained for the desorption step and the blowdown step (depressurization). A mathematical model simulated well the behavior of the pressure swing adsorption.