The invention provides a method of purifying polyunsaturated fatty acid and linolenic acid. The method comprises steps of extracting ethyl ester linseed oil. The unsaturated fattyacid and the saturated fattyacid in the ethyl ester linseed oil are separated away through a simulation mobile bed chromatography method, so the high-purity unsaturated fattyacid including the linoleic acid and linolenicacid is obtained.