Jet impingement cooling is widely used in many industrial applications due to its high heat transfer capability and is an option for advanced high power density systems. Jet impingement cooling with supercritical pressure fluids could have much larger heat transfer rates combining with the large fluid specific heat near the pseudocritical point. However, the knowledge of its flow and heat transfer characteristics is limited. In this study, the flow and the local and average heat transfer characteristics of jet impingement cooling with supercritical pressure fluids were studied experimentally with carbon dioxide first. An integrated thermal sensor chip that provided heating and temperature measurements was manufactured using micro-electro-mechanical systems (MEMS) techniques with a low thermal conductivity substrate as the impingement cooled plate. The experiment system pressure was 7.85 MPa, which is higher than the critical pressure of carbon dioxide of 7.38 MPa. The mass flow rate ranged from 8.34 to 22.36 kg/h and the Reynolds number ranged from 19,000 to 68,000. The heat flux ranged from 0.02 to 0.22 MW/m2. The nozzle inlet temperature ranged from lower to higher than the pseudocritical temperature. Dramatic variations of the density at supercritical pressures near the heating chip were observed with increasing heat flux in the strong reflection and refraction of the backlight that disappeared at inlet temperatures higher than the pseudocritical temperature. The local heat transfer coefficient near the stagnation point increased with increasing heat flux while those far from the stagnation point increased to a maximum with increasing heat flux and then decreased due to the nonuniformity of jet impingement cooling. The heat transfer is higher at inlet temperatures lower than the pseudocritical temperature and the surface temperature is slightly higher than the pseudocritical temperature due to the dramatic changes in the fluid thermo-physical properties at supercritical pressures.