The invention relates to a coextraction method for phaeodactylum tricornutum fucoxanthine and a polyunsaturated fatty acid. The coextraction method comprises the following steps: (1) taking wet alga mud, adding ethanol, performing stirring extraction so as to obtain a mixed liquid of the wet alga mud and the ethanol, and performing solid-liquid separation so as to obtain a pre-extraction liquid and alga cakes 1; (2) mixing the algae cakes 1 with ethanol and normal hexane, performing stirring extraction so as to obtain a double-liquid phase mixed liquid, and performing solid-liquid separation so as to obtain a double-liquid phase extraction liquid and filter cakes 2; and (3) mixing the pre-extraction liquid with the double-liquid phase extraction liquid so as to obtain a mixed liquid, performing layering treatment so as to obtain an ethanol phase and a normal hexane phase, drying the ethanol phase so as to obtain a fucoxanthine extract, and drying the normal hexane phase, so as to obtain a polyunsaturated fatty acid extract. By adopting the method provided by the invention, the fucoxanthine and the polyunsaturated fatty acid can be effectively coextracted, and phaeodactylum tricornutum can be in best use.