Rape bee pollen lipids obtained by petrol ether extraction (PEE) or supercritical fluid (carbon dioxide) extraction (SFE) were compared with regard to their free fatty acid (FFA) components. Optimal SFE conditions were selected by carrying out the Taguchi method with an OA9 (33) matrix design, and are as follows: extraction pressure at 35 MPa, temperature at 45 °C, and dynamic extraction time at 90 min. The lipid yield based on PEE was 7.42 wt-% and the extracts of the desired analytes based on SFE varied in the range of 3.23–5.58 wt-% under different conditions. With the optimized procedure, the lipid yield was 6.09 wt-%. The FFA in the lipids were separated with a pre-column derivation method and 1-[2-(p-toluenesulfonate) ethyl]-2-phenylimidazole [4,5-f]9,10-phenanthrene as labeling regent, followed by high-pressure liquid chromatography (HPLC) with fluorescence detection. HPLC analysis shows that the lipids contain abundant unsaturated fatty acids (UFA) in high to low concentrations as follows: linolenic acid (18:3), oleic acid (18:1), linoleic acid (18:2), nervonic acid (24:1), and lignoceric acid (20:4). The UFA contents in the SFE extracts were higher than those after PEE. The results indicated that SFE under suitable conditions is more selective than conventional PEE with regard to lipid extraction and preservation of their quality.