In recent years, a great deal of research has been devoted to identify new natural sources of phytosterols and to improve methods for their recovery and purification. In this regard, unexplored natural sources of bioactive ingredients are gaining much attention since they can lead to the isolation of new compounds or bioactivities. The field of available natural sources has been further increased by including algae and, even more interestingly, microalgae. In the present study, a multidisciplinary approach has been used considering, in an integrated view, extraction, chemical composition and bioactivity of phytosterols from the microalga Dunaliella tertiolecta. A novel methodology to extract, separate and characterize microalgal-derived phytosterols has been developed. In addition, recoverable and reusable eluents have been selected in order to reduce the quantities of employed organic solvents. Finally, we addressed the question whether orally administered phytosterols reach the brain and if those interfere with the major neurotransmitter systems, such as the dopaminergic, serotoninergic and noradrenergic ones, in several brain areas of rats. Flash Liquid Chromatography has been used to separate the Total Sterol (TS) fraction, composed of twelve sterols, with a purity of 97.87% and a recovery percentage of 98%, while the “flash version” of Silver Ion Liquid Chromatography has been used to purify the most abundant phytosterols in TS, (22E,24R)- methylcholesta-5,7,22-trien-3β-ol (ergosterol) and (22E,24R)-ethylcholesta-5,7,22-trien-3β-ol (7-dehydroporiferasterol), with a purity of 97.4%. These two combined methods did not need sophisticated technologies but only cheap laboratory supplies. Moreover, the possibility of recovering and recycling the solvents used as eluents made it a cleaner process. Finally, for the first time, a neuromodulatory action of Dunaliella tertiolecta-derived phytosterols has been found in selective brain areas of rats.