Anionic phosphate fluorosurfactants were shown to self-assemble into water-in-carbon dioxide microemulsions. The surfactants, having either two fluorinated chains or one fluorinated chain and one hydrocarbon chain, facilitated significant water uptake in CO2. Small angle neutron scattering (SANS) measurements of surfactant/water/CO2 solutions confirmed the presence of nanometer-scale aggregates, indicative of microemulsion formation.