Curcumin-loaded liposomes were prepared using a supercritical carbon dioxide (SCCO2)–ultrasound environment system. The experiments were performed at temperatures of 40–70 °C and pressures of 10–25 MPa in a batch system with ultrasonication for 60 min. Transmission electron microscopy (TEM) images revealed liposome products with spherical morphologies and diameters of <100 nm. Dynamic light scattering (DLS) analysis indicated that the curcumin-loaded liposome nanosuspension exhibited good stability. Changing the operating conditions influenced the amount of liposome-encapsulated curcumin; as the operating temperature or pressure increased, the diameter of the liposome products and the amount of liposome-encapsulated curcumin increased and decreased, respectively. Herein, we described an innovative and practical organic-solvent-free method for generating liposomes from phospholipids.