Hydrogenation of monoterpenes, such as beta-myrcene, in high-density carbon dioxide over 0.5 wt.% Pd, or Rh, or Ru supported on alumina was investigated. Hydrogenation catalysed by Rh and Ru is generally faster in a single supercritical (sc) phase (gaseous reagents and solid catalyst) than in a biphasic system (liquid + gas reactants + solid catalyst). The reaction catalysed by Pd occurs faster in two phases. The final composition of the reaction mixture is strongly dependent on the noble metal catalyst used for the reaction. Palladium gives mainly 2,6-dimethyloctane (approximate to 95%), rhodium produces 2,6-dimethyloctane with a yield higher than 40%, and around 40% of 2,6-dimethyloct-2-ene, while ruthenium gives around 10% of 2,6-dimethyloctane and 50% of 2,6-dimethyloct-2-ene leaving the highest amount of unreacted beta-myrcene. The Pd catalyst is highly active with an excellent selectivity in enabling the one-pot synthesis of 2,6-dimethyloctane through beta-myrcene hydrogenation in the presence of scCO(2). The overall activity of the noble metal catalysts decreased in the order Pd > Rh > Ru. The problem of leaching of the active metal from the catalyst rod was also investigated.