Aldol reactions of several aldehydes have been investigated over acidic and basic catalysts in supercritical carbon dioxide at 180 bar and 100 °C. Both acidic (Amberlyst-15, tungstosilicic acid (TSA) on SiO2 and MCM-41) and basic (hydrotalcite) materials showed interesting performance in this preliminary study under the entitled reaction conditions. Small and linear aldehydes, such as propanal, butanal, pentanal and hexanal, react more efficiently than the branched 3-methylbutanal, which is converted much slower. Whereas Amberlyst-15 showed the highest conversion based on the catalyst mass, tungstosilicic acid-based catalysts were significantly better if the rates were related to the number of acidic sites (>1000 h−1). The rate depends both on the dispersion and the kind of support. Strikingly, tungstosilicic acid (TSA) on MCM-41 was also an effective catalysts for the selective C=C double bond hydrogenation of 2-butenal and is therefore a potential catalyst for the “one-pot” synthesis of 2-ethyl-2-hexenal and 2-ethylhexanal via combined hydrogenation and aldol reaction from 2-butenal. A number of characterisation techniques, such as temperature-programmed desorption of ammonia (NH3-TPD), transmission electron microscopy (TEM), X-ray absorption spectroscopy (XAS), etc. were used to get an insight into the catalyst structure, which support a high dispersion and strong acidity of the tungsten based species on silica and MCM-41.