Haematococcus pluvialis is one of the most abundant sources of natural astaxanthin as compared to others microorganism. Therefore, it is important to understand the biorefinery of astaxanthin from H. pluvialis, starting from the cultivation stage to the downstream processing of astaxanthin. The present review begins with an introduction of cellular morphologies and life cycle of H. pluvialis from green vegetative motile stage to red nonmotile haematocyst stage. Subsequently, the conventional biorefinery methods (e.g., mechanical disruption, solvent extraction, direct extraction using vegetable oils, and enhanced solvent extraction) and recent advanced biorefinery techniques (e.g., supercritical CO2 extraction, magnetic-assisted extraction, ionic liquids extraction, and supramolecular solvent extraction) were presented and evaluated. Moreover, future prospect and challenges were highlighted to provide a useful guide for future development of biorefinery of astaxanthin from H. pluvialis. The review aims to serve as a present knowledge for researchers dealing with the bioproduction of astaxanthin from H. pluvialis.