Food processing industry is accompanied with the generation of a great production of wastes and by-products exceptionally rich in bioactive compounds (especially phenolics), with antioxidant activity. The recovery of these health molecules constitutes a key point for the valorization of by-products, with the possibility of creating new ingredients to be used for the formulation of food and cosmetic products. One of the main limitations to reuse by-products is linked to the high cost to obtain bioactive compounds, consequently in order to exploit these resources commercially valuable it is necessary to develop innovative, economic and environmentally friendly extraction strategies. These extraction methods should be able to reduce petroleum solvents, energy consumption and chemical wastes, protecting both environment and consumers and ensuring safe and high-quality final products. The purpose of this review is to summarize current knowledge and applications of the new extraction techniques such as supercritical fluid extraction, pressurized liquid extraction, ultrasound assisted extraction applied to polyphenols extraction from agricultural food by-products. Particular attention has been paid to theoretical background, highlighting mechanisms and safety precautions. Authors concluded that relevant results of these techniques represent an opportunity to industrial scale-up, improving the extraction yields, minimizing time, costs and environmental impact.