This work aimed to study the formation of lycopene-loaded hydrolysed collagen (LLHC) particles by supercritical CO2 impregnation. For this, a mixture of 9.09 g of hydrolysed collagen powder and 0.91 g of lycopene was placed in an autoclave for contact with supercritical CO2 at pressures of 150 and 250 bar, and temperatures of 50 and 60 °C, with agitation at 1250 rpm for 45 min. At 60 °C (150 and 250 bar), the mixture became a viscoelastic mass. At 50 °C (150 and 250 bar), lycopene was loaded into the physical structure of the hydrolysed collagen powder particles. LLHC particles formed at 150 bar and 50 °C, when compared to 250 bar and 50 °C, showed fissures on their surface, which enabled possible electrostatic interactions and better impregnation and distribution of lycopene. Thus, supercritical CO2 impregnation at 150 bar and 50 °C is recommended for the formation of LLHC particles.