High-pressure bubble point and dew point data were measured for several C18 fatty acid methyl ester (FAME) + CO2 systems. The supplementary data for the binary systems methyl stearate + CO2, methyl oleate + CO2, and methyl linoleate + CO2, as well as the new data for the methyl stearate + methyl oleate + CO2 ternary system for solvent-free methyl stearate mass fractions of 0.237–0.772 (g methyl stearate)·(g–1 total FAME), were measured. The reported data were measured in the ranges of temperature T = 308–348 K, pressure P = 7.22–22.22 MPa, and FAME fraction z = 0.0097–0.6234 g·g–1. The results indicate that at a constant hydrocarbon backbone length, saturated FAMEs have higher phase transition pressures in supercritical CO2 than unsaturated FAMEs, but there is no significant difference in phase transition pressure between the monounsaturated and polyunsaturated FAMEs. This phase transition pressure difference decreases with the increasing temperature. Additionally, for FAME mixtures, the phase transition pressures increase linearly with the increasing content of the saturated component. This indicates an absence of complex molecular interactions in these systems. Prediction of the data with the predictive Peng–Robinson equation of state failed to describe the experimental observations of the influence of unsaturation on the phase behavior.