Sertraline is one of the drugs whose transport from the blood circulation to the brain is severely limited by the blood-brain barrier and it shows low bioavailability (44%). Liposomes can be an effective carrier for this drug and increase bioavailability. In this study, the synthesis of nanometer-sized liposomes containing sertraline hydrochloride is proposed using a technique called supercritical fluid expansion into aqueous solution (ESSAS). In this technique, phospholipid precipitation rates are controlled, and homogeneous liposomes with nanometer-sized dimensions can be created. The operational parameters were optimized using the response surface methodology (pressure drop: 29.9 MPa, collection time: 13.6 min, temperature: 40 °C), which showed that the optimal values for the encapsulation efficiency, mean size, and number of liposomes were 78.4%, 89.5 nm, and 85, respectively. Also, the drug release test showed that it takes 27 h for sertraline to be completely released from the liposomal suspension.