The heterotrophic dinoflagellate has been reported to be a typical efficient producer of long-chain essential fatty acids such as, eicosapentaenoic acid (EPA, 20:5, n-3) and docosahexaenoic acid (DHA, 22:6, n-3). Two new compounds—a trioxilin and a sulfoquinovosyl diacylglycerol (SQDG)—were isolated from the methanolic extract of the heterotrophic dinoflagellate Oxyrrhis marina cultivated by feeding on dried yeasts. The complete structures of these compounds were determined using NMR spectroscopy and chemical reactions. The trioxilin was found to be derived from DHA, and the polar lipid SQDG was found to contain a docosahexaenoyl substituent. Compounds 1 and 2 significantly suppressed the NO production induced by LPS on RAW264.7 cells without affecting cell viability. Thus, we research for utilizing high value-added products originating from marine plankton and securing original technologies related to mass culture technology.