Radio frequency fingerprint (RFF) has been widely used in wireless transceivers as an additional physical security layer. Most of the existing RFF extraction methods rely on a large number of labeled signal samples for model training. However, in real communication environments, it is usually necessary to process timely received signal samples, which are limited in quantity and are difficult to obtain labels, the performance of most RFF methods is generally poor. To effectively extract features from the limited and unlabeled signal samples, we propose an efficient RFF extraction method using an asymmetric masked auto-encoder (AMAE). Specifically, we design an asymmetric extractor-decoder, where the extractor is used to learn the latent representation of the masked signals and the decoder as light as a convolution layer reconstructs the unmasked signal from the latent representation. Using commercial off-the-shelf LoRa datasets and WiFi datasets, we show that the proposed AMAE-based RFF extraction method achieves the best performance compared with four advanced unsupervised methods whether in the case of large data size or small data size, or under line of sight (LOS) and non line of sight (NLOS) channel scenarios. The codes of this paper can be downloaded from Github: https://github.com/YZS666/AnEfficient-RFF-Extraction-Method.