We report on a small-angle neutron scattering study of the self-organization of new gradient fluorinated copolymers with ligand groups in supercritical carbon dioxide (scCO2). Poly(1,1,2,2-tetrahydroperfluorodecyl acrylate-co-acetoacetoxyethyl methacrylate) (poly(FDA-co-AAEM)), poly(1,1,2,2-tetrahydroperfluorodecyl acrylate-co-vinylbenzylphosphonic acid diethylester) (poly(FDA-co-VBPDE)) and poly(1,1,2,2-tetrahydroperfluorodecyl acrylate-co-vinylbenzylphosphonic diacid) (poly(FDA-co-VBPDA)) gradient copolymers synthesized by controlled radical polymerization exhibit a very good solubility in scCO2. We investigated their conformation and aggregation as a function of composition and molecular weight of the copolymer, concentration, pressure and temperature. Generally, the gradient copolymers form small aggregates with low mean aggregation numbers between 1 and 10 and radii of gyration in the range 24 to 54 A. Because of the nature of the AAEM CO2-phobic moiety, the effect of pressure on the aggregation of poly(FDA-co-AAEM) is more important than the one of temperature: CO2 density alone is not sufficient to describe the thermodynamic state. The ability of poly(FDA-co-VBPDA) to solubilize water inside aggregates dispersed in CO2 is also demonstrated.