The invention concerns a method for coating powdery solid active substances characterized in that it comprises the following steps: a) providing ( 2; 3; 4 ) a mixture comprising at least one coating agent wherein is dissolved a supercritical or subcritical fluid in conditions of temperature and pressure enabling said fluid to be maintained in supercritical or subcritical conditions; b) providing ( 7 ) individualized moving particles of at least one powdery solid active substance; c) contacting ( 8 ) the mixture and the moving individualized particles of active substance in conditions of temperature and pressure ensuring simultaneously expansion of the supercritical or subcritical fluid and its restoration to gaseous state, the atomization of the coating agent and its solidification around the moving individualized particles of active substance; d) separating and recuperating the coated particles ( 9 ). The invention also concerns coated microparticles of active substance, each microparticle comprising successively a core containing the active substance and a shell containing the coating agent, characterized in that they are obtainable by the inventive method and in that the active substance is solid and heat-sensitive at room temperature, and in that the average size of the active substance core is less than 50 mum.