Supercritical (SC) carbon dioxide (CO2) is of significant interest as an environmentally friendly physical blowing agent to introduce microscopic cells in polymers. Conventional SC CO2 processes, in which CO2 is introduced into polymeric monoliths and depressurized quickly to foam, have never produced closed nanoscopic cells (nanocells), i.e. less than 100-nm cells, in polymers. Here, we report a novel environmentally benign method with CO2 to fabricate optically transparent nanocellular polymeric materials using a fluorinated block copolymer as templates. A block copolymer, self-assembling into a nanoscopic ordered structure, with a fluorinated block is saturated with SC CO2. The CO2-soluble fluorinated blocks effectively localize CO2 in the nanoscopic domains. After quenching temperature followed by depressurization, the block copolymer exhibits nanocells of an average diameter of 10 - 30 nm and a density of an order of 10^16cells/cm^3. Furthermore, the size and the spacing of such nanocells can be fine-tuned by changing saturation pressure of SC CO2.