The study aimed to compare an innovative method, namely liquid CO2 extraction without high-pressure pump (LCE-WHP), with hydro-distillation (HD), microwave-assisted hydro-distillation (MA-HD) and steam distillation (SD) on yield, physical and biological properties of essential oils (EOs) from fruit peels of three green and one yellow orange cultivars. LCE-WHP oils retained the fragrance of the original fruit peels with yellow color and low content of waxes. For green cultivars, oil yields of LCE-WHP (4.8–5.9%) were significantly higher than those of SD (3.6–5.2%), but lower than those of HD (10.5–12.4%) and MA-HD (11–11.9%). Green cultivars had higher oil yield than yellow cultivar regardless of extraction method. Volatile components of EOs were similar for all methods and cultivars. Limonene was main volatile compound of all EOs with concentrations of 95.3–96.9%. Total polyphenol and carotenoid content of LCE-WHP oils were 2.3–19.1 and 5.9–113.6 folds higher than those of oils extracted by other methods, respectively. EOs extracted by LCE-WHP showed the strongest activities against Bacillus cereus, Staphylococcus aureus, Pseudomonas aeruginosa, S. enteritidis, Escherichia coli and Candida albicans as compared to EOs extracted by other methods. Similarly, the antioxidant activities of LCE-WHP oils determined by DPPH and ABTS assay were also the strongest. This is the first report on using LCE-WHP for extracting orange EOs with high quality and biological activities. LCE-WHP has lower capital cost and safer operation than conventional CO2 extraction methods. Such findings promote the application of LCE-WHP for commercial extraction of orange EOs.