This study aims to evaluate the efficiency of trans-methylation methods in fish oil obtained using Soxhlet extraction method and Bligh and Dyer method and also to observe the effects of extraction methods on the contents of polyunsaturated fatty acids [PUFAs, especially eicosapentaenoic acid (EPA) and docosahexaenoic acid (DHA)] in five marine species: sardine (Sardinella aurita), anchovy (Engraulis encrasicolus), sea bream (Sparus aurata), brushtooth lizardfish (Saurida undosquamis) and chub mackerel (Scomber japonicus). The results showed that Bligh and Dyer extraction method was more efficient in extracting polar and non-polar lipids than Soxhlet method and also prevented losses of PUFAs by a reduction in the oxidation. The level of EPA showed fluctuations for the two extraction methods. However, Soxhlet method showed significant decrease (p < 0.05) in the level of DHA for all fish species. The use of n-heptane proves to be superior for the recovery of unsaturated fatty acids, especially EPA and DHA.