The body wall of sea cucumbers is rich in nutrients and small-molecule metabolites; however, traditional hot water pretreatment often leads to nutrient loss. To optimise processing techniques, this study compared the effects of microwave pretreatment and conventional hot water pretreatment on nutrient retention and metabolite profiles. Untreated sea cucumber body wall samples served as controls. The samples were subjected to microwave pretreatment (4 W/g, 12 min) or hot water pretreatment (100 °C, 10 min). Nutrient retention rates and metabolite variations were systematically analysed. Microwave pretreatment demonstrated superior retention of protein (96%), crude fat (92%), total sugar (55%), and saponins (40%). It also promotes the accumulation of small-molecule metabolites, including spermidine, tagatose, and melatonin. Notably, the lysine and methionine retention rates were enhanced by 10-fold and 12-fold, respectively, while the vitamin A, vitamin B3, and melatonin retention increased by 2.4-fold, 2-fold, and 3-fold, significantly outperforming traditional pretreatment. These findings highlight the potential of microwave pretreatment as an efficient alternative to conventional methods for preserving the nutritional and functional components of sea cucumbers.