Mushrooms are known for their medicinal value and health benefits, particularly the species Agaricus bisporus, which is rich in bioactive components. However, there are difficulties in determining bioactive compounds, as different extraction methods are rarely investigated and may yield extracts with different chemical profiles. For food and pharmaceutical applications, the toxicity of residual solvents must also be considered. This study aimed to (i) prepare A. bisporus extracts by supercritical fluid extraction (40 °C and 20 MPa—SFE1 or 30 MPa—SFE2) and conventional organic solvent extraction (COSE) with ethanol, (ii) compare the yield and chemical profile of extracts, and (iii) evaluate their antimicrobial, antiaggregant, and anticoagulant activities. The major compounds identified were two fatty acid methyl esters (relative content greater than 40%): methyl (E,E)-9,12-octadecadienoate (methyl linoleate) and methyl (Z)-9-octadecenoate (methyl oleate). Methyl hexadecanoate and methyl octadecanoate, two esters derived from palmitic acid, were also present in the extracts but at lower concentrations in terms of peak area percentage. Extracts obtained by SFE had low minimum inhibitory concentrations (MIC) (75–500 µg/mL) against bacteria, being classified as strong inhibitors. On the other hand, MIC values of the extract obtained by COSE against Staphylococcus aureus and Staphylococcus epidermidis were higher than 2,000 µg/mL (weak inhibitor). COSE extract was not active against Gram-negative bacteria. The antiplatelet aggregation effect of SFE extracts was higher than that of COSE extract. In the face of adenosine diphosphate (ADP), COSE, SFE1, and SFE2 resulted in a 7%, 18%, and 12% decrease in platelet aggregation, respectively. In the aggregation triggered by epinephrine, platelet aggregation decreased by 10%, 15%, and 18%, respectively. Overall, A. bisporus extracts obtained by SFE showed the best performance in bioactive screening assays compared with the conventional ethanolic extract. Graphical abstract: [Figure not available: see fulltext.].