The present invention provides a chromatographic separation process for recovering a polyunsaturated fatty acid (PUFA) product from a feed mixture. The process comprises the steps of: (i) purifying the feed mixture in a first separation step in a simulated or actual moving bed chromatography apparatus having a plurality of linked chromatography columns containing an aqueous organic solvent as eluent to obtain an intermediate product; and (ii) purifying the intermediate product obtained in (i) in a second separation step by using a simulated or actual moving bed chromatography apparatus having a plurality of linked chromatography columns containing an aqueous organic solvent as eluent, so as to obtain the PUFA product; wherein (a) the first and second separation steps are carried out sequentially on the same chromatography apparatus, the intermediate product is recovered between the first and second separation steps and the process conditions in the chromatography apparatus are adjusted between the first and second separation steps such that the PUFA product is separated from different components of the feed mixture in each separation step; or (b) the first and second separation steps are carried out on the first and second chromatography apparatuses respectively, the intermediate product obtained from the first separation step is introduced into the second chromatography apparatus, and the PUFA product is separated from different components of the feed mixture in each separation step.