► Compressed fluids show important advantages for extraction of bioactives. ► SFE, PLE and SWE are fast, reliable and clean methods for extracting bioactives. ► Principles, instrumentation and applications of SFE, PLE and SWE are presented. The improvement of sample-preparation and extraction techniques for determinations of natural bioactive compounds is very important. New concepts relate to not only enhancement of extraction efficiencies but also environmental impact. This evolution towards Green Analytical Chemistry is to new extraction and sample-preparation processes that should be faster, more reproducible and more environmentally friendly. Compressed fluid-based sample-preparation techniques (e.g., supercritical fluid extraction and pressurized liquid extraction) demonstrate good capabilities. In this review, we update knowledge on the techniques together with the main technical developments and the most notable recent applications for the extraction of bioactive compounds.