A wide range of supercritical fluids (SCFs) have been studied as solvents for electrochemistry with carbon dioxide and hydrofluorocarbons (HFCs) being the most extensively studied. Recent advances have shown that it is possible to get well-resolved voltammetry in SCFs by suitable choice of the conditions and the electrolyte. In this review, we discuss the voltammetry obtained in these systems, studies of the double-layer capacitance, work on the electrodeposition of metals into high aspect ratio nanopores and the use of metallocenes as redox probes and standards in both supercritical carbon dioxide–acetonitrile and supercritical HFCs.