Macroalgae are an extensive resource for the obtention of bioactive compounds, mainly phenolic compounds, phlorotannins, and pigments. Fucoxanthin (Fx) is the most abundant pigment present in brown algae and has shown several useful bioactivities that can be used to fortify products in the food and cosmetic industries. Nevertheless, to date, there is still insufficient literature reporting on the extraction yield of Fx from U. pinnatifida species from green technologies. In this regard, the present study aims to optimize the extraction conditions to obtain the highest Fx yield from U. pinnatifida through emerging techniques, namely microwave-assisted extraction (MAE) and ultrasound-assisted extraction (UAE). These methods will be compared with the conventional methodologies of heat-assisted extraction (HAE) and Soxhlet-assisted extraction (SAE). According to our results, even though the extraction yield could be slightly higher when using MAE than UAE, the Fx concentration obtained from the alga was double when using UAE. Thus, the Fx ratio in the final extract reached values of 124.39 mg Fx/g E. However, the optimal conditions should also be considered since UAE needed 30 min to perform the extraction, whereas MAE was able to obtain 58.83 mg Fx/g E in only 3 min and 2 bar, meaning less energy expenditure and minimum cost function. To our knowledge, this study obtains the highest concentrations of Fx ever reported (58.83 mg Fx/g E for MAE and 124.39 mg Fx/g E for UAE), with low energy consumption and short times (3.00 min for MAE and 35.16 min for UAE). Any of these results could be selected for further experiments and proposed for industrial scaling-up.