Microalgae are potential sources for the sustainable production of valuable chemicals including polyphenols, pigments, and omega-3 PUFAs. However, successful exploitation of these high value compounds in the food, healthcare and pharmaceutical sectors depends greatly on their effective separation, identification, and analysis after recovery from the biomass. The findings of this review paper illustrated that chromatographic methods coupled to different types of detectors have been used as a crucial part of research on microalgal polyphenols, Omega-3 Polyunsaturated Fatty Acids (omega-3 PUFAs), and pigments production through identification, measurement, sample preparation, and purification practices. Therefore, it is important to provide a comprehensive review regarding the current research in the field. The basic operating principles, parametric optimisation and detection units of common (liquid chromatography and gas chromatography) and novel chromatographic techniques (counter current chromatography, expanded bed adsorption chromatography and supercritical fluid chromatography) used to separate, identify, and quantify polyphenols, PUFAs and pigments from microalgae matrices are comprehensively reviewed.