The invention discloses a solvent-free extraction method of DHA-containing grease. The method includes: using schizochytrium limacinum as an original strain, and continuously fermenting the original strain in a liquid culture medium to obtain fermentation liquid; adding a sodium hydroxide solution into the fermentation liquid to adjust pH; heating an enzymolysis tank; adding biological compound enzyme liquid for wall breaking reaction; centrifugally separating the enzymolysis liquid to obtain the DHA-containing grease. The grease is extracted from schizochytrium limacinum, crude grease extraction rate is up to higher than 95%, and the grease obtained by the method is low in acid value, light in color, free of solvent residue, shorter in extraction time and lower in extraction cost.