Highly soluble amphiphilic materials are shown to form aggregates in supercritical CO2. The strategy for synthesis of these amphiphilic molecules involves incorporating CO2-philic segments that, for this study, are perfluorinated alkyl chains. These CO2-philic regions function like the hydrocarbon tails of conventional surfactant molecules used in liquid organic solvents. Synthesis and characterization of three different CO2 amphiphiles are reported. Subsequent small angle X-ray scattering (SAXS) measurements were used to characterize the aggregation of these materials in supercritical CO2. Each of the three amphiphiles studied showed a different type of aggregation behavior. A graft copolymer consisting of a CO2-philic backbone and CO2-phobic grafts associated into a micellar structure in the presence of water to promote hydrogen bonding. These aggregates contain approximately 600 grafts in the core. The commercially available surfactant perfluoroalkylpoly(ethylene oxide), or F(CF2)(6-10)CH2CH2O(CH2CH2O)(3-8)H, forms classic reverse micelle structures having radii of about 84 Angstrom under the conditions of high pressure required to solubilize the material. A third amphiphile, the semifluorinated alkane diblock molecule F(CF2)(10)(CH2)(10)H, may form small aggregates of at most 4 unimers per aggregate. The improved understanding of amphiphile aggregation in CO2 will aid:in the development of new routes for polymer and organic synthesis in this relatively benign solvent.