For the treatment of menopausal symptoms, nutraceuticals and herbal remedies are thought to be more natural and safer than hormones. Attention has been paid to the winged bean (Psophocarpus tetragonolobus (L.)) DC. seed oil. They are constituted of phytosterols, which may be effective in preventing menopausal symptoms. The purpose was to determine the optimal conditions for supercritical fluid extraction of oleic-rich oil from winged bean seeds. To optimize the condition, the response surface methodology (RSM) and probabilistic neural network (PNN) were utilized. In this research, PNN was used to improve RSM estimation by reducing the number of calculations. The optimized extraction conditions for winged bean seed oil entailed a CO2 flow rate of 21.3 L/h, a pressure of 30 MPa, a temperature of 55 °C, and an extraction time of 90 min. Under these conditions, the extraction process yielded a maximum oil yield of 36.27%. Ultimately, winged bean seed oil included a greater proportion of unsaturated fatty acids such as oleic acid, linoleic acid, and linoleic acid than oil produced using cold pressing or co-solvent extraction.