The invention discloses a process for extracting and refining fatty acid rich in DHA, from crypthecodinium cohnii, which comprises that first crypthecodinium cohnii fermentation liquor is flocculated,then solid and liquid are separated, walls are broken via alkali, and cells are mechanically broken, then the broken thalluses are extractsed via organic solvent, to obtain DHA rough oil, and the DHArough oil is degelatinized, alkali refined, decolorized, and deodorized to obtain DHA fine oil. The invention has simple operation and reduced extraction cost of DHA fat, which only uses organic solvent in operation, eliminates residue finally, and improves DHA fat quality by refining, while the DHA content in extractive is 40-50%, with DHA batch production support.