Supercritical fluid extraction (SFE) has faced a growing interest in the past few years, due to its numerous advantages over classical liquid solvent extractions (mainly rapidity, selectivity, low solvent volumes required). In particular, applications of this technique have been reported for the determination of pesticides in complex matrices, such as soils and sediments, water samples (after a solid-phase extraction), plant materials, animal tissues, and food items. In fact, SFE of pesticides represents quite a challenge due to the wide range of polarity encountered and the variety of matrices that may contain those residues. Consequently, extraction parameters need to be carefully chosen. So, this paper details the main strategies possible for efficient extractions of pesticides from several matrices.