A comparative study was conducted on Moringa, Watermelon, and Sunflower seed oils using conventional (n-hexane) and supercritical CO₂ (SC-CO₂) extraction to evaluate their potential for edible and industrial applications. Physico-chemical analysis revealed that SC-CO₂-extracted oils had slightly lower refractive indices and specific gravities, aligning with previously reported trends. Moringa oil extracted via SC-CO₂ demonstrated superior thermal stability, with a flash point of 288.50 °C and fire point of 296.40 °C, and lower peroxide (1.47–1.95 meq O₂/kg) and acid values (0.74–0.92%) compared to hexane-extracted oil (1.89 meq O₂/kg, 0.85%). Watermelon oil also exhibited improved thermal properties, with flash and fire points reaching 292.4 °C and 305.3 °C, respectively, and slightly reduced peroxide (1.8–2.9 meq O₂/kg) and acid values (2.24–2.93 mg KOH/g) than hexane-extracted oil (2.9 meq O₂/kg, 2.97 mg KOH/g). Similarly, Sunflower oil showed fire points of 339–342 °C, flash points of 314–316 °C, and peroxide and acid values of 6.15–6.93 meq O₂/kg and 3.13–3.86 mg KOH/g, slightly outperforming hexane oil (6.72 meq O₂/kg, 3.53 mg KOH/g). Fatty acid analysis confirmed high unsaturation: 66.04–79.98% (Moringa), 74.23% (Watermelon), and 88.13–91.14% (Sunflower), mainly cis-oleic and linoleic acids. SC-CO₂ extraction offers thermally stable, oxidation-resistant, and solvent-free oils.