The purpose of this investigation was to determine whether pyriproxyfen (PPF), a synthetic juvenile hormone analog (JHA), could be encapsulated in supercritical carbon dioxide (scCO2) using the process particles from the gas‐saturated solutions (PGSS) for a controlled‐release system. The PGSS process represents a promising two‐step production system especially suited for the encapsulation and controlled‐release system (CRS). In contrast to traditional encapsulation methods that often involve the use of harsh organic solvents or high temperatures, the PGSS process offers a gentler approach employing scCO2 as an alternative. The solubility of scCO2 in polymer (poly‐ϵ‐caprolactone PCL) allowed for the formation of PPF microparticles, and the particle size distribution could be controlled by adjustment of operating pressure and temperature. The obtained particles had a mean particle size of 73.6 ± 2 μm and encapsulation efficiency of 78.8 ± 9% at 60°C and 10 MPa. Furthermore, the in vitro dissolution profiles of PPF–PCL particles showed a low‐level release pattern (42.5 ± 5 ppb/d) in water, followed by zero‐order kinetics indicating a high‐performance CRS. Finally, the in vivo bioassay using microparticles treated water exhibited 95%–100% emergence inhibition of mosquitoes, suggesting the effectiveness of PPF–PCL particles as a mosquito control agent.