Driven by a growing global interest in natural products, macroalgae have emerged as a prime source for nutraceuticals and pharmaceutical applications. In the current research, the effect of oven-drying (OD) and freeze-drying (FD), as well as the pressurized liquid extraction (PLE) conditions, were investigated in relation to the polyphenols, flavonoids, carotenoids, chlorophylls, and tocochromanols levels in Cladophora glomerata extracts. The ethanol–water extracts (1:1) obtained with PLE-150 °C from macroalgae oven-dried (OD)-80 °C displayed the highest total polyphenol content (TPC) and total flavonoid contents (TFCs), reaching 29.62 mg GAE/g and 5.92 mg QE/g. Aqueous extracts using PLE-200 °C were also an excellent environmentally friendly option for TPC and TFC isolation, which were the main factors accounting for the ABTS, DPPH, and FRAP antioxidant activity of the extracts. The remarkable effects of drying conditions positively affect the carotenoids, chlorophyll α-tocopherol, and α-tocotrienol levels from extracts showing 1.3–6 times higher amounts in extracts of Cladophora glomerata OD at 80 °C compared with other research approaches. Nanotechnology approaches allowed the formulation of antioxidant-loaded nanoemulsions from Cladophora glomerata extracts, providing stability and a great internalization rate that ameliorates to 85% the ROS levels, attenuating the oxidative stress induced by H₂O₂ in J774.1 macrophage cell line.