We experimentally address the issue of solute-fluid and solute-solute interactions in dilute supercritical solutions. Using the fluorescent probe pyrene, we carry out a detailed spectroscopic study of pyrene-pyrene and pyrene-fluid interactions as a function of CO2 density. UV-vis absorbance and steady-state fluorescence experiments confirm that the excimer-like emission seen for pyrene is not the result of soluble pyrene aggregates nor does it result from detectable, dissolved ground-state pyrene species. The extent of local density enhancement surrounding pyrene molecules is also independent (within experimental error) of pyrene concentration for the ground- and excited-state species, indicating that the pyrene molecules are solvated individually, not in pairs or higher aggregates. The magnitude of local density enhancement surrounding an excited-state pyrene molecule is, however, 1.5 times that of the ground-state pyrene species. This particular result is in excellent agreement with predictions based on the electrostatic interaction energy of ground- and excited-state pyrene with CO2. Together these results provide strong evidence against dissolved ground-state solute-solute preassociation between pyrene molecules in CO2 and provides the first experimental evidence on state-dependent local density enhancements in dilute supercritical fluid solutions.