The invention provides a method of adsorbing arsenic in euphausia superba oil. The method comprises the following steps: adding a sodium alginate magnetic microsphere adsorbent into euphausia superbaoil until the adsorbent concentration reaches 3.1 to 3.7 g/L; stirring for 6 to 8 minutes, and carrying out magnetic separation to obtain processed euphausia superba oil. The adsorption method is theoptimal method. Euphausia superba oil is processed by microspheres, then microspheres are separated from the euphausia superba oil, the microspheres can be eluted and circularly used, the arsenic content of euphausia superba oil is reduced, the economic benefits are increased for enterprises, moreover, the microsphere adsorbent is highly stable, the raw materials of the microsphere adsorbent are green, the preparation method is simple and efficient, and a novel method is provided for processing euphausia superba oil with an excessive metal content.