This research aimed to study the formation of edible oil-loaded beeswax microparticles using the Particles from Gas-Saturated Solutions (PGSS) process. Lipid binary mixtures (1:1 w/w) of beeswax with avocado oil or Brazil nut oil were studied as models. The PGSS process consisted of contacting the lipid binary mixture with supercritical CO2 in an autoclave at pressures from 150 to 300 bar at a temperature of 60 °C with an agitation at 1250 rpm for 1 h and the subsequent expansion of the solution (lipids + CO2) through a nozzle of 203.2 μm. The resulting edible oil-loaded beeswax microparticles had a sponge-like morphology and sizes of 162−180 μm and 96−128 μm when formulated with avocado oil and Brazil nut oil, respectively. Crystallinity and internal physical structure of the particles suggested uniform incorporation of edible oils into the crystalline lattice of beeswax. These particles could formulate ingredients for functional food products.