New experimental data on the extraction of caffeine from guaraná seeds and maté tea leaves, and theobromine from cocoa beans, with supercritical CO2 were obtained using a high-pressure extraction apparatus. The effect of the addition of ethanol to carbon dioxide on the extraction efficiency was also investigated. Caffeine extraction yields of 98% of the initial caffeine content in both wet ground guaraná seeds and maté tea leaves were obtained. Extractions of caffeine from guaraná seeds and maté tea leaves also exhibited a retrograde behavior for the two temperatures considered in this work. In the removal of theobromine from cocoa beans, a much smaller extraction yield was obtained with longer extraction periods and consequently larger solvent requirements. The results of this study confirm the higher selectivity of CO2 for caffeine in comparison with that for theobromine, and also the influence of other components in each particular natural product on the extraction of methylxanthines. The effect of the addition of ethanol to carbon dioxide on the extraction of methylxanthines was significant, particularly in the extraction of theobromine from cocoa beans. In general, the use of ethanol results in lower solvent and energy requirements and thereby improved extraction efficiency.