Organic nanoparticles of cholesterol and retinol have been synthesized in various AOT (Aerosol OT; sodium bis(2-ethylhexyl) sulfosuccinate)/heptane/water microemulsions by direct precipitation of the active principle in the aqueous cores. The nanoparticles are observed by transmission electron microscopy (TEM) using the adsorption of a contrasting agent, such as iodine vapor. The size of the nanoparticles can be influenced, in principle, by the concentration of the organic molecules and the diameter of the water cores, which is related to the ratio R = [H2O]/[surfactant]. The particles remain stable for several months. The average diameter of the cholesterol nanoparticles varies between 3.0 and 7.0 nm, while that of retinol varies between 4.0 and 10 nm. The average size of the cholesterol nanoparticles does not change much either as a function of the ratio R or as a function of the concentration of cholesterol. The constant size of the nanoparticles can be explained by the thermodynamic stabilization of a preferential size of the particles. Chloroform is used to carry the active principle into the aqueous cores. Retinol molecules form J-complexes composed of two or three molecules, as detected by UV-visible spectroscopy.