In this study, various molecular dynamics simulations were conducted to investigate the effect of supercritical carbon dioxide on the structural integrity of hen egg white lysozyme. The analyses of backbone root-mean-square deviation, radius of gyration, and secondary structure stability all show that supercritical CO2 exhibits the ability to increase the stability of this protein, probably as a result of the solvent with less polarity, where hydrophobic interactions stabilizing the native structure are weakened and simultaneously the local hydrogen bonds are strengthened, resulting in stabilization of the secondary structures. The hydrophobic cores in the alpha- and beta-domains also play an important role in preventing this protein from thermal unfolding. As supercritical CO2 has been attractive for biomedical applications because of the advantages of mild critical condition, nonflammability, nontoxity, and the purity of the resulting products, the structural stabilizing effect found in this study strongly suggests that it is possible to increase the thermostability of hen egg white lysozyme by pretreatment with supercritical CO2, leading to better industrial applications of this protein.