This study investigated the effects of three extraction methods, including cold pressing (CP), microwave pretreatment pressing (MP), and supercritical fluid extraction (SFE), on the yield, physicochemical properties, bioactive compounds content, and antioxidant properties of pumpkin seed oil (PSO). Furthermore, the correlation between bioactive compounds and the antioxidant properties of PSO was determined. The results revealed that the yield of PSO extracted using the three methods was in the order of SFE > MP > CP. Additionally, the PSO generated by SFE showed the highest unsaturated fatty acid content, followed by MP and CP. Additionally, MP-PSO exhibited the highest acid value and saponification value, while SFE-PSO displayed the highest moisture content, peroxide value, and iodine value. Moreover, the PSO generated by MP demonstrated superior antioxidant properties compared to that of PSOs from CP and SFE in the oxidation induction, DPPH, FRAP, and ABTS tests. Finally, the correlation analysis revealed that specific types of bioactive compounds, such as β-sitosterol and γ-tocopherol, were highly correlated with the antioxidant properties of PSOs. Consequently, this study provides comprehensive knowledge regarding PSO extraction, physicochemical properties, bioactive compound extraction, and the correlated antioxidant properties.