It was found out that block copolymers of polystyrene and poly(4-vinylpyridine) with comparable lengths of blocks could be dissolved in a high-pressure reactor containing water phase saturated with carbon dioxide under high pressure at room temperature. This rather effective dissolution occurs due to a protonation of P4VP nitrogen-containing groups together with a plasticization of the polymer material to be dissolved by a compressed dense CO2 being contained in the autoclave. The selected block copolymers form rather monodispersed micelles with well-defined and reproducible spherical geometry. They apparently have a hydrophobic polystyrene core and a polycationic poly-4-vinylpyridine corona. The obtained micelles were characterized by various techniques such as DLS, AFM, TEM, and SEM. Further, it was revealed that the corona of such micelles could be decorated with Pd nanoparticles having the diameter around 3 nm.