The present invention relates to the field of methods for purifying fatty acid ethyl esters. According to the present invention, a method for obtaining a É3 fatty acid ethyl ester, such as EPA and DHA, each as a high purity product at a high yield is provided. In the method according to the present invention, a raw material fat including EPA and DHA is treated with a lipolytic enzyme and ethyl-esterification is performed as needed; the treated substance is fractionated into a glyceride fraction and a free fatty acid fraction; a fraction comprising more EPAester and a fraction comprising DHA ester are obtained from the respective fractions; the fraction comprising more EPA ester is purified to prepare a high-purity EPA ester; and the fraction comprising more DHA ester is purified to prepare a high-purity DHA ester.