Molecular aggregation is a complex phenomenon that is difficult to study in detail experimentally. Here, we elucidate the formation of ionic liquid-in-carbon dioxide (IL-in-CO2) microemulsions via a computer simulation technique that demonstrates the entire process of self-aggregation at the atomic level. Our study reveals direct evidence of the existence of stable IL droplets within a continuous CO2 phase through amphiphilic surfactants. The microstructure of the nanodroplets matches very well with the small-angle neutron scattering data. A detailed investigation of the structural and energetic properties explains why guanidium acetate-based IL-in-CO2 microemulsions showed a greater stability than imidazolium hexafluorophosphate-based microemulsions in recent spectroscopic experiments. In contrast to the existing hypothesis in literature, the study reveals that the stability of the microemulsions mainly pertains to the IL anion-headgroup interactions, while the cations play a secondary role. The detailed atomic level understanding provides a deeper insight that could help in designing new surfactants for improved IL uptake in CO2.