The invention discloses a method for comprehensively extracting fucoxanthin and fucoidan from sargassum. The method for comprehensively extracting fucoxanthin and fucoidan from the sargassum is characterized by comprising the following steps: unfreezing fresh sargassum or frozen sargassum at room temperature, washing with clear water, and controlling moisture content of the sargassum to be 50-90%; adding the sargassum into ethanol water, shaking up, wrapping a conical flask with tinfoil, putting the conical flask into a shaking table, extracting for 1-8 hours at normal temperature, and filtering to obtain filtrate; carrying out vacuum concentration on the filtrate until a large amount of black substance is separated out, and continuously carrying out vacuum concentration until red solid, namely high-purity fucoxanthin, is separated out; putting filter residue into a Soxhlet extractor, refluxing with ethanol water, extracting for 1-5 hours at the temperature of 60-90 DEG C, soaking and extracting the extracted solid matter in water for 3-8 hours at the temperature of 60-90 DEG C, filtering, centrifuging, taking supernate, carrying out vacuum concentration, adding ethanol, uniformly mixing, filtering, taking filter residue, washing with ethanol, and drying, so that the fucoidan is obtained. The method for comprehensively extracting the fucoxanthin and fucoidan from the sargassum has the advantages that raw material utilization rate is high, the extraction efficiency is high, and the method is simple and feasible.