Supercritical fluid extraction of emulsions technology (SFEE) was used to encapsulate a liquid lipophilic compound, specifically fish oil rich in omega-3 polyunsaturated fatty acids. Three different emulsion formulations containing stabilizing agents were tested using Tween 80 as a surfactant, polycaprolactone as a coating polymer and acetone as an organic solvent. Spherical and non-aggregated nanoparticles with sizes ranging from 6 to 73 nm were obtained, depending on the formulation. The nanoparticle encapsulation efficiency produced by SFEE was around 40%, similar to that generated by conventional solvent evaporation. Operating at 8.0 MPa and 313 K, less than 25 kg CO2.kg acetone(-1) were required to reduce the acetone concentration in the nanoparticle suspension to 5000 ppm (pharmaceutical requirements). However, to obtain nanoparticles for use in the food industry (maximum acetone concentration of 50 ppm), CO2 consumption required being increased to 127 kg CO2.kg acetone(-1).