A new method to prepare the cross-linked enzyme aggregates (CLEAs) was developed. Through cross-linking the enzyme (Trypsin) aggregates, which was precipitated from the CO2-expanded reverse micellar solutions, dendritic CLEAs were obtained. The sizes of the CLEAs prepared by this new method were nanometer order of magnitudes and could be tuned by changing the water-to-surfactant ratio (w0) and the concentration of enzyme in the reverse micellar solution. The diameter of CLEAs increased with increasing w0 value of reverse micelles and the concentration of Trypsin. The activity of CLEAs obtained by this method is improved in contrast to those obtained by the conventional method. This method has some advantages in applications and can be easily applied to the synthesis of other cross-linked enzyme aggregates.