The invention relates to a new solvent-free process for simultaneously obtaining phospholipids-enriched krill oil and neutral lipid enriched-krill oil containing DHA and EPA poly-unsaturated fatty acids and astaxanthin and krill meal. The process includes preheating fresh minced krill followed by melting of the lipids using live steam injection to obtain a press liquid and a solid fraction; centrifuging the press liquid to obtain a phospholipids-enriched emulsion phase; evaporating the water of the emulsion using a thin film evaporator to obtain phospholipids-enriched krill oil; centrifuging the resulting decanter liquid to obtain neutral lipids enriched krill oil and stickwater.