Microalgae have been increasingly studied as a source of different bioproducts, from biofuels to valuable food ingredients, due to their potential for a multi-product biorefinery. Moreover, they exhibit many advantages compared to food crops, including high biomass productivity, smaller area, and non-arable land for cultivation. Their lipid fraction can be extracted using different methods, including conventional (hexane, chloroform, methanol) or greener (supercritical CO2, ethanol, 2-methyltetrahydrofuran, isoamyl alcohol) solvents. Then the oil can be directed for biodiesel production by esterification/transesterification reactions or for consumption of essential fatty acids (omega 3, -6, and -9). Regardless of the application, a cost-efficient lipid extraction and a previous purification step to remove pigments and trace elements are required for catalytic upgrade. Specially chlorophyll and impurities on the lipid extract can significantly reduce process yield. However, purification methods have been scarcely discussed even also being a key step in lipids processing. This study evaluated the extraction of lipids from dried microalga biomass of Scenedesmus sp. using ethanol assisted by ultrasound followed by purification using different adsorbent materials (activated carbon, sepiolite, and bentonite) packed in a chromatographic column. The best adsorbent also was tested for the purification of lipids extracted using hexane for comparison. Lipid extracts were evaluated qualitatively by the colour of eluted solvent and lipids mixture, and quantitatively by acylglycerols quantification. Activated carbon showed the least coloured eluted solvent and highest triglycerides concentration (63.1%); however, bentonite showed the highest product’s recovery (12%) for a shorter time (100 mL elution in 1 h compared to 8 h). Moreover, when using hexane, lipids purified by bentonite showed higher selectivity towards neutral lipids, as expected, achieving 70.4% triglycerides. These results show an efficient lipid purification method that can be used in microalgae to potentially increase reactions yield.