One of the primary reasons that supercritical carbon dioxide has thus far failed to achieve its full potential as an environmentally benign alternative to conventional industrial solvents is that few surfactants are known at present for use in CO2. As an initial step toward developing the molecular-level understanding needed to design new surfactants, we report the first molecular simulations of the self-assembly of dichain surfactants in supercritical carbon dioxide into stable, spherical aggregates. These aggregates exhibit the expected characteristics of reverse micelles with aqueous cores, consistent, with earlier experimental findings, demonstrating the potential of molecular simulation for modeling such complex systems.