This paper describes a study conducted on the catalytic esterification of 2-ethylhexanoic acid with 2-ethyl-1-hexanol in supercritical carbon dioxide (SC-CO₂). The effect of pressure (150–250 bar), temperature (75–140 °C), flow rate of CO₂ (0.36–0.72 g min⁻¹), mole ratio of the alcohol to the acid (0.5–2), and the type of catalyst (Amberlyst^® 15 as a strong solid-acid catalyst, zirconium oxide as a Lewis acid catalyst, and Novozym 435 as an enzymatic catalyst) has been evaluated. The ester, 2-ethylhexyl 2-ethylhexanoate, was continuously synthesized with 100% selectivity and 40% conversion using zirconium oxide, while the enzymatic catalysis gave no significant conversion (3%) due to acid inactivation. Amberlyst^® 15 preferentially catalyzed the dehydration of 2-ethyl-1-hexanol to produce 2-ethyl-1-hexene. High temperatures favoured this reaction, so at 140 °C and 150 bar, the conversion to alkene was 99%. This catalyst was stable within the explored pressure interval. An excess of acid resulted in higher ester yield, while increasing the flow rate had no significant impact. Supercritical conditions were compared to liquid phase conditions in n-hexane. The results proved that the conversion to substrates was higher in SC-CO₂, although the selectivity changed. Results were related to the solvating capacity and mass transport properties of the supercritical solvent.