Microbial oils, obtained from oleaginous microorganisms are an emerging source of commercially valuable chemicals ranging from pharmaceuticals to the petroleum industry. In petroleum biorefineries, the microbial biomass has become a sustainable source of renewable biofuels. Biodiesel is mainly produced from oils obtained from oleaginous microorganisms involving various upstream and downstream processes, such as cultivation, harvesting, lipid extraction, and transesterification. Among them, lipid extraction is a crucial step for the process and it represents an important bottleneck for the commercial scale production of biodiesel. Lipids are synthesized in the cellular compartment of oleaginous microorganisms in the form of lipid droplets, so it is necessary to disrupt the cells prior to lipid extraction in order to improve the extraction yields. Various mechanical, chemical and physicochemical pretreatment methods are employed to disintegrate the cellular membrane of oleaginous microorganisms. The objective of the present review article is to evaluate the various pretreatment methods for efficient lipid extraction from the oleaginous cellular biomass available to date, as well as to discuss their advantages and disadvantages, including their effect on the lipid yield. The discussed mechanical pretreatment methods are oil expeller, bead milling, ultrasonication, microwave, high-speed and high-pressure homogenizer, laser, autoclaving, pulsed electric field, and non-mechanical methods, such as enzymatic treatment, including various emerging cell disruption techniques.