The aim of this study was to evaluate the influence of the processing conditions (pretreatment temperature: 5–55 °C, pressure: 60–120 bar and number of pressing stages: 1–3) on the yield and quality (free fatty acids, peroxide value, p-anisidine and Rancimat induction period) of the oil extracted from whole sardine by hydraulic pressing. Experimental factors were investigated by a designed experiment and optimised by response surface methodology. A maximum yield of oil, 12.47%, was obtained at 55 °C, 60 bar and two pressing stages. Regarding oil quality, it was found minimum values for acidity (0.25% oleic at 55 °C, 60 bar and one pressing stage) and for peroxide value (0.29 meq kg−1 oil at 5 °C, 60 bar and one pressing stage). Hence, the opposite effect of pretreatment temperature and number of pressing stages on the yield of oil and on its oxidation parameters suggested applying the weighted-sum method as multiobjective optimisation technique.