•Sequential extraction was carried out in three steps using scCO2, ethanol and water.•High extraction yield and extracts with more than 20% of phenolic compounds and high antioxidant activity were obtained.•The antioxidant activity by DPPH assay measured as EC50 could be correlated to the total phenolics content.•The major compound of volatile supercritical extract was thymol with 78% of relative area. Extraction of bioactive compounds requires frequent changes in the extraction techniques due to the quality requirements in the food, pharmaceutical and cosmetic industries. The compounds of the polyphenolic family represent an important group of bioactive compounds in food, and are present in various types of plants, including Lippia sidoides Cham., also known as pepper-rosmarin, an aromatic plant with therapeutic properties. Thus, this study aimed to investigate the sequential extraction (in fixed bed and high pressure) of bioactive compounds from L. sidoides leaves, using supercritical carbon dioxide, ethanol, and water as solvents and, compare the global yield, total phenolics, total flavonoids, and antioxidant activity of extracts obtained from sequential extraction with the extracts obtained by one-step extraction in fixed bed (high pressure) and by conventional extraction. The results showed that the combination of extraction processes is an effective method to obtain extracts with different compositions and functionalities. Overall, the ethanolic extraction in fixed bed and the three-step sequential extraction showed the best results in terms of global yield, and content and yield of total phenolics and flavonoids. The ethanol extracts exhibited the best antioxidant activity, which may be related to the presence of phenolic compounds.