Response surface methodology (RSM) was employed to optimize the conditions of supercritical CO2 extraction of the whole berry oil from sea buckthorn. The effects of pressure, temperature, CO2 flow rate and extraction time on the yield of oil, vitamin E and carotenoids were investigated. Results showed that the data were adequately fitted into three second-order polynomial models. The independent variables, the quadratics of pressure and extraction time, the interactions between pressure and temperature, pressure and extraction time, temperature and extraction time, as well as flow rate and extraction time had a significant effect on the yield of the oil, vitamin E or carotenoids. It was predicted that the optimum extraction conditions within the experimental ranges would be the extraction pressure of 27.6 MPa and temperature of 34.5 °C with flow rate of 17.0 L/h and extraction time of 82.0 min. Under such parameters, the yields of oil, vitamin E and carotenoids were predicted to be 208.0 g/kg, 288.7 mg/kg and 620.0 mg/kg dry sea buckthorn berry, respectively. Monounsaturated fatty acids were predominant in the whole berry oil, accounting for over 62% of the total fatty acids.