The effect of different extraction methods for Xinjiang walnut oil on acid value and peroxide value was discussed. The walnut oil was extracted by the methods of Soxhlet extraction organic solvents (petroleum ether), supercritical CO2 extraction and cold pressing. The acid value and peroxide value was determined by volumetric analysis. The oxidative stability of the oil samples extracted by the above three methods was compared. The results showed that the extraction method affected the color, smell and oxidative stability. Soxhlet is simple and low cost, but need desolvation and long time. The precision of supercritical CO2 extraction is reliable, and the oil quality and purity is higher, but the production cost is high. Combined with the practical production, the cold pressing method is more suitable for the extraction of walnut oil.