For many high-pressure processes employing pressurized fluids, such as supercritical fluid extraction (SFE) of natural matrices with supercritical carbon dioxide (scCO2), CO2 plays a central role as a solvent, solubilizing agent, or medium for extracting and processing diverse food-type substances, in which the knowledge on the solubility behavior of multiple compounds at the varying process conditions is essential in the process design, but not completely understood. High-pressure solubility data in pure scCO2 or cosolvent-modified CO2 of distinct types of organic compounds found in or related to food (mainly vegetable oils, essential oils, carotenoids, phenolics, and vitamins) published in the last decade were reviewed, encompassing temperatures of 298–373 K and pressures up to 95 MPa. Crossover phenomena, solubility enhancements in cosolvent systems or those containing a co-solute, and the antisolvent feature of CO2 are also discussed. Current models for the correlation of solubility data by semi-empirical and thermodynamic models are compared, and the limitations of each class of models are highlighted. Lipid-soluble substances (fatty acid esters, fatty acids, and essential oils) are the most CO2-soluble food-type substances in contrast to polar and complex polyphenols and carotenoids. The investigated solutes can be obtained by SFE, separated by fractionation using scCO2, or applied to enzymatic reactions and particle formation processes. It was concluded based on recent applications that improved SFE, effective separation factors for supercritical fractionation, better solubilization of reactive systems, and supersaturation conditions to obtain micronized particles could be established based on the solubility behavior of dissolved solutes in the supercritical media at high pressures.