Our group has developed a novel method to produce nanocellular and nanoporous structures using block copolymer as template and supercritical carbon dioxide. To characterize nanocells and nanopores, small angle X-ray scattering (SAXS) has an important role. In particular, grazing incident SAXS reveals embedded nanocellular and nanoporous structures in thin films. Additionally, SAXS can be used for in situ measurement to follow the process of nanocellular and nanoporous formation in supercritical carbon dioxide. Our recent progresses of fabrication and SAXS characterization of nanocellular and nanoporous structures will be reviewed.