Cactus pears (Opuntia spp.) have been identified as a promising betalainic crop covering a wide colour spectrum from yellow to purple pigments. The aim of this study was to exploit the use of supercritical fluid technology to develop lipidic particles of betalain-rich extract derived from Opuntia spp. fruits to be further incorporated in food matrices. A natural extract was encapsulated by the PGSS® (Particles from Gas Saturated Solutions) technique into glyceryl monoostearate, using a surfactant (polyglyceryl-3 polyricinoleate) and water. Different process conditions, namely pressure (9-23 MPa), temperature (57-73 °C) and equilibrium time (5-55 min), were tested in order to model the encapsulation of betalains via the Response Surface Methodology (RSM), following a Central Composite Rotatable Design (CCRD). Results showed that temperature and pressure were the parameters that mostly affected the encapsulation of the natural pigment and the highest betacyanin encapsulation was achieved at lower pressures. This effect was more pronounced at higher temperatures and lower equilibrium times. Under these conditions, Opuntia spp. particles presented 64.4 mg per 100 g of betacyanins and high antioxidant capacity. In addition, the particles with higher betacyanin content showed an average particle size of 10 μm and a melting point between 57 and 65 °C. When compared with the Opuntia dried extract, lipidic particles contributed to a better homogenization of the pink colour after incorporation in ice cream.