The invention discloses the compositions of new krill oil, it is characterised in that has a large amount of phosphatide, astaxanthin ester and/or omega-3 content. The krill oil is obtained from krill meal supercritical fluid extraction in two stages process. Stage 1 removes neutral lipid and passes through the cosolvent with pure supercritical CO 2 or CO2 and about 5%. Practical krill oil supercritical CO 2 and about 20% ethyl alcohol are extracted in stage 2. It the krill oil material obatined and commercially available krill oil and has found as more biological effects in multiple regions, such as anti-inflammatory, antioxidant effect, improving insulin resistance simultaneously improves blood lipid distribution.