A millifluidic process working in continuous mode for the preparation of nanoliposomes using supercritical CO2 has been developed. Nanoliposomes with an average diameter ranging between 123.9 ± 3.0 and 165.7 ± 1.6 nm depending on the operating conditions were obtained. The effects of pressure (90–150 bar), temperature (35–45 °C) and phospholipid mass ratio (0.1–1.9 wt%) in feed solution on liposome sizes were investigated. The concentration of phospholipids was found to be the most significant parameter for controlling the mean diameter of nanoliposomes while pressure and temperature had a minor influence on liposomes’ properties. The encapsulation of siRNAs targeting the LMNA gene by nanoliposomes obtained with the millifluidic process was achieved at optimized operating conditions (150 bar, 35 °C and a phospholipid mass ratio in the feed solution of 0.1 wt%). The resulting formulations were compared with commercial transfection agents in ex vivo assays. These assays showed a decrease in the expression of the encoded protein lamin A for the formulations obtained with the process developed in this work. Therefore, the use of siRNAs targeting LMNA, encapsulated by nanoliposomes represents a potential new therapeutic approach for the treatment of progeria.