The invention discloses a separation method of silkworm pupa oil polyunsaturated fatty acid by gradient freezing crystallization, comprising the following steps of preprocessing silkworm pupas, extracting silkworm pupa oil with ultrasonic waves, preparing silkworm pupa oil mixed fatty acid, preparing a urea ethanol solution, and conducting urea inclusion treatment and then gradient freezing crystallization. Compared with the traditional separation methods of the silkworm pupa oil polyunsaturated fatty acid, the problem of fatty acid oxidation caused by overhigh temperature can be avoided because the whole operation process is conducted under low temperature all along. The silkworm pupa oil polyunsaturated fatty acid prepared by the invention contains 96.5% of polyunsaturated fatty acid (including 4.2% of linoleic acid, 91.3% of alpha-linoleic acid, and 1.0% of arachidonic acid), and can be served as principal components of relative drugs or health food. The invention has the advantages of simple processing step, high product yield, excellent quality, high purity of the polyunsaturated fatty acid and the like, and can be used for preparing the polyunsaturated fatty acid from silkworm pupa oil.