Samples of CeO₂ nanoparticles (NPs) have been prepared from w/o microemulsions with two different stabilizing surfactants: AOT, a recognized CO₂-phobe and TC14, a custom-made triple-chain AOT analogue bearing three ^tBu terminal groups which is known for its high CO₂-philicity. The synthesized NPs are shown to have similar physical properties (appearance, size, shape, crystal structure) irrespective of the stabilizer. However, they differ greatly in affinity with a mixed 9:1 CO₂:heptane solvent; AOT-coated NPs do not disperse whereas TC14-coated NPs form stable dispersions. Hence the chemical chain structure (double versus triple and –Me versus –^tBu) is shown to have a profound effect on the NP stability. The CO₂-phillic tri-chain surfactant TC14, with bulky ^tBu chain tips is clearly an excellent model on which to base future hydrocarbon surfactant design for dispersion of NPs in pure CO₂ and CO₂-rich solvents.