Supercritical fluids exhibit a range of unusual properties that can be exploited for developing new processes. In this paper a new way for particle coating is presented. It consists of depositing on a core particle a thin layer of a material based on copper in a supercritical medium. Two examples are described: a deposit of Cu on nickel particles and a deposit of Cu on particles of permanent magnet SmCo5. In both cases the copper source is bis(hexafluoroacetylacetonate)copper(II), which is thermally decomposed in the supercritical mixture CO2/ethanol. This process allows one to obtain new "core-shell structures", Ni/Cu and SmCo5/Cu. New interesting properties are expected for these structures, more particularly in the magnetic recording field.