We present a theoretical study of solvation dynamics in supercritical fluids. Molecular dynamics simulations show a significant difference between equilibrium and nonequilibrium solvent response functions, especially pronounced at medium and low solvent densities. We propose an analytical theory for the nonequilibrium solvation function based on the generalized nonlinear Smoluchowski-Vlasov equation. The theory is shown to be in good agreement with simulation, providing an accurate description of the nonequilibrium time-dependent solvent density profile around the solute over a wide range of supercritical solvent densities. The nonequilibrium solvent response function is shown to reflect gradual solvent clustering around the excited solute. (C) 2004 American Institute of Physics.