Extraction and chromatographic separation of fat-soluble vitamins is a challenging task, due to the sensitivity of these compounds towards light, oxygen, heat and pH. In light of this, supercritical fluid extraction (SFE) and supercritical fluid chromatography (SFC) are attractive techniques as they function at considerably milder conditions than conventional solvent-based analytical techniques. Moreover, supercritical techniques consume much less amounts of organic solvents than conventional ones. This review gives a brief description of suitable supercritical media as well as basic theory on SFE and SFC processes. Furthermore, guidelines are provided for optimizing the important extraction and separation parameters to facilitate a successful method development. Finally, applications employing SFE and/or SFC for fat-soluble vitamin enrichment and final determination are reviewed.