gamma-Cyclodextrins functionalized at the 6-position with perfluoro butanoate groups were prepared from the esterification reaction between gamma-cyclodextrin and perfluorobutanoic acid. The semifluorinated gamma-cyclodextrin derivatives exhibited amphiphilic behavior and an apparent solubility in densified CO2. They can form soluble complexes with surfactants such as bis(2-ethylhexyl) sulfosuccinate sodium salt (AOT) and N-lauroylsarcosine sodium salt in liquid CO2. The complex with AOT was confirmed visually and by differential scaning calorimetry (DSC), which did not show the characteristic melting endotherm of AOT. The formation of complexes of the single-tail surfactant N-lauroylsarcosine sodium salt and gamma-cyclodextrins was also investigated.