This work aims at demonstrating the interest of gradient copolymers in supercritical CO(2) in comparison with block copolymers. Gradient copolymers exhibit a better solubility in supercritical CO(2) than block copolymers, as attested by cloud point data. The self-assembly of gradient and block copolymers in dense CO(2) has been characterized by Small-Angle Neutron Scattering (SANS), and it is shown that it is not fundamentally modified when changing from block copolymers to gradient copolymers. Therefore, gradient copolymers are advantageous thanks to their easier synthesis and their solubility at lower pressure while maintaining a good ability for self-organization in dense CO(2).