The intracellular metabolic profile characterization of Schizochytrium sp. throughout docosahexaenoic acid fermentation was investigated using gas chromatography-mass spectrometry (GC-MS). Metabolite profiles originating from Schizochytrium sp. under normal and limited oxygen supply conditions were distinctive and distinguished by principal components analysis (PCA). A total of more than 60 intracellular metabolites were detected and quantified with the levels of some metabolites involved in central carbon metabolism varying throughout both processes. Both fermentation processes were differentiated into three main phases by principal components analysis. Potential biomarkers responsible for distinguishing the different fermentation phases were identified as glutamic acid, proline, glycine, alanine, and glucose. In addition, alanine, glutamic acid, glucose, inositol, ornithine, and galactose were found to make great contribution for dry cell weight and fatty acid composition during normal and limited oxygen supply fermentations. Furthermore, significantly higher levels of succinate and several amino acids in cells of limited oxygen supply fermentation revealed that they might play important roles in resisting oxygen deficiency and increasing DHA synthesis during the lipid accumulation. These findings provide novel insights into the metabolomic characteristics during docosahexaenoic acid fermentation processes by Schizochytrium sp.