We present evidence of a novel nanostructured fluid, a nanofluid, composed of molecular clusters of a polar organic dye and surfactant. These are not nanoparticles dispersed in a solvent; there are no solvent molecules present. These materials, which are solids under ambient conditions, are non-reactively precipitated from a compressed CO2 solution, resulting in a liquid-like material, which we call a nanofluid. The precipitated dye-surfactant clusters are 1-4 nm in size. This nanofluid exhibits intense luminescent signatures, which are significantly blue-shifted with respect to the dye powder or a solution of it. The X-ray diffraction pattern did not show any structure in the low-angle regime. The fluorinated surfactant is highly soluble in compressed CO2. The polar dye does not dissolve in compressed CO2 but is solubilized by electrostatic interactions with the surfactant head groups. We believe that the ultrafast and controlled precipitation from compressed CO2 preserves the electrostatic coupling and promotes a structured molecular cluster. Additionally, we demonstrate the formation of organic nanoparticles using this controlled precipitation process from compressed CO2.