Poly(methyl methacrylate) membranes have been prepared using a supercritical fluid-phase inversion process in which CO2 acts as the nonsolvent. Series of experiments were performed at various polymer concentrations, temperatures, and pressures using three different solvents, dimethylsulfoxide, acetone, and tetrahydrofuran. We operated at polymer concentrations ranging between 25 and 1% (w/w) in DMSO, acetone, and THF, obtaining membranes that change with continuity from cellular structure to a structure formed by networked microparticles. The membrane formation parameters in the case of DMSO and acetone have also been varied between 15 and 25 MPa and between 35 and 65 degrees C. We observed that on increasing the pressure and decreasing the temperature, the cell size decreased. The influence of the solvent used on membrane formation has also been analyzed. On increasing the mutual affinity between solvent and nonsolvent, cell and pore sizes decrease and the structure changes from nearly closed to open interconnected cells.