This study evaluated the application of ultrasound techniques and microwave energy, compared to conventional extraction methods (high temperatures at atmospheric pressure), for the solid-liquid extraction of steviol glycosides (sweeteners) and antioxidants (total phenols, flavonoids and antioxidant capacity) from dehydrated Stevia leaves. Different temperatures (from 50 to 100 °C), times (from 1 to 40 min) and microwave powers (1.98 and 3.30 W/g extract) were used. There was a great difference in the resulting yields according to the treatments applied. Steviol glycosides and antioxidants were negatively correlated; therefore, there is no single treatment suitable for obtaining the highest yield in both groups of compounds simultaneously. The greatest yield of steviol glycosides was obtained with microwave energy (3.30 W/g extract, 2 min), whereas, the conventional method (90 °C, 1 min) was the most suitable for antioxidant extraction. Consequently, the best process depends on the subsequent use (sweetener or antioxidant) of the aqueous extract of Stevia leaves.