The supramolecular assembly of a series of copolymers combining poly(ethylene oxide)-rich hydrophilic and fluorinated CO2-philic sequences is analyzed by synchrotron small-angle X-ray scattering (SAXS) in supercritical CO2, as well as in water/CO2 emulsions. These copolymers were designed to have the same molecular weight and composition and to differ only by their macromolecular architecture. The investigated copolymers have random, block, and palm-tree architectures. Besides, thermoresponsive copolymer is also analyzed, having a hydrophilic sequence becoming water-insoluble around 41 °C, i.e., just above the critical point of CO2. At the length scale investigated by SAXS, only the random copolymer appears to self-assemble in pure CO2, in the form of a disordered microgel-like network. The random, block, and thermoresponsive copolymers are all able to stabilize water/CO2 emulsions but not the copolymer with the palm-tree architecture, pointing at the importance of macromolecular architecture for the emulsifying properties. A modeling of the SAXS data shows that the block and the thermoresponsive copolymers form spherical micelle-like structures containing about 70% water and 30% polymer.