In the present work, wet Isochrysis galbana biomass has been processed directly after harvesting to obtain high added-value compounds. A three-step sequential process has been designed to extract soluble proteins, lipids and pigments, leaving an exhausted residue. With this process, based on the use of compressed fluids, we were able to lower the energetic requirements, obtain higher extraction efficiency and lower generation of residues (while using environmentally benign solvents), compared to a similar procedure developed using dry microalgae biomass. The three-step sequential process started using subcritical water (employing mainly the residual water contained in the wet biomass) at 10-100 bar and 30-50 ºC to recover soluble proteins; the second step consisted on a pigments extraction using carbon dioxide expanded ethanol (CXE) (pressures between 50-100 bar, 40-60 ºC and ethanol percentages 40-80%); later on, a supercritical fluid extraction using pure CO2 is used to recover lipids (conditions between 250-400 bar and 40-70 ºC). By using this integrated process, we were able to recover around 70-80% of valuable lipids and pigments while proteins and sugars were mainly left in the residue. Life Cycle Assessment (LCA) has been measured and compared with results previously obtained in our research group working with Isochrysis galbana after freeze drying of the biomass. Results obtained demonstrated that energy requirements and associated costs of the developed process were much lower, therefore increasing the possibilities for biorefinery development at large scale.