A semi-fluorinated hybrid amphiphile, pentadecafluoro-5-dodecyl (F7H4) sulfate, has been shown to form reversed micelles in dense CO(2); the aggregates evolve to form water-in-CO(2) (w/c) microemulsion droplets on addition of water. Aggregation structures in these w/c phases have been characterised by small-angle neutron scattering (SANS), showing the presence of cylindrical droplets, which change into dispersed lamellar phases at even higher water loadings. Other systems are also introduced, being high internal phase emulsions (HIPEs) with brine, and liquid and supercritical CO(2), stabilized by certain commercially available nonylphenol ethoxylates (Dow Tergitol NP-, and Huntsman Surfonic N- amphiphiles). These dispersions have been characterised by SANS for the first time. Quantitative analyses of the HIPEs SANS profiles show that they behave similarly to hydrocarbon-water emulsion analogues, with regard to total interfacial areas and the effects of amphiphile concentration on the underlying structures. Finally, the advantages and disadvantages of both approaches for controlling the physico-chemical properties of liquid/supercritical CO(2) in potential applications are compared and contrasted. These results highlight the importance of using specially designed CO(2)-philic amphiphiles for generating self-assembly structures in dense CO(2).