A method for the analysis of the natural contents of vitamins A and E in milk powder has been developed. The method utilises supercritical fluid extraction, a miniaturised alkaline saponification procedure and reversed-phase HPLC with UV detection. Modifications of the sample matrix, combinations of static and dynamic modes of extraction and effects of changes in extraction parameters such as temperature, flow-rate, time, collection solvent and collection temperature were studied to optimise the extraction efficiency and selectivity. Supercritical CO2 at 80 degrees C and 37 MPa, modified with 5% methanol and pumped at a flow-rate of 1.0 ml/min, gave recoveries of 99 and 96% for vitamins A and E, respectively, using a 15 min static followed by a 15 min dynamic extraction. The measurements gave a within-day RSD of 4% for both vitamin A and E, and between-day RSDs of 4 and 8% for vitamins A and E, respectively.