A method for synthesizing hydrogen peroxide comprises the step of: mixing an analog of a secondary alcohol that is soluble with carbon dioxide with a free radical initiator and oxygen in carbon dioxide to generate hydrogen peroxide. Another method of synthesizing hydrogen peroxide comprises the step of: mixing hydrogen, oxygen and a CO.sub.2 -philic catalyst in carbon dioxide phase. The CO.sub.2 -philic catalyst is soluble or miscible in carbon dioxide and is suitable to catalyze the reaction of hydrogen and oxygen to produce hydrogen peroxide. The method also comprises the step of reacting the hydrogen and oxygen to produce hydrogen peroxide.