Nanoscopic and uniform unilamellar vesicles, rich in cholesterol, have been prepared by a new procedure, named "DELOS-SUSP", which is based on the depressurization of a cholesterol solution in CO2-expanded acetone into an aqueous solution containing a surfactant. The CO2 is used here as a cosolvent medium, allowing the straightforward preparation of vesicular systems with controlled size distribution, uniform shape, and stability unachievable by conventional mixing technologies. The resulting nanoscopic vesicular systems dispersed in water were characterized using dynamic light scattering, zeta potential, turbidity, and cryogenic transmission electron microscopy. The influence of operational parameters of this new methodology on the physicochemical characteristics of the vesicular systems is also reported.