The antisolvent vapour precipitation method has been proven to produce uniformly sized lactose microspheres from a single droplet (~1.2 mm diameter) at atmospheric pressure. These types of particles have potential applications in the pharmaceutical industry, especially due to their high solubility and dissolution rate. This article discusses the possibility of using antisolvent vapour precipitation for finely atomised droplets. Microspheres in the sub-micron scale (~0.4 μm diameter) have been produced, much smaller than those obtained from the single droplet method (~1.0 μm diameter). These particles were not affected by ethanol exposure time (up to 60 s) or drying temperature (up to 190 °C), though the structure was related to the absolute humidity of ethanol. We hypothesise a self-emulsified, two-phase system in the droplet could be the responsible for the formation of the porous and bicontinuous structure as an increase in the absolute humidity resulted in a shrinkage phenomenon which led to the microsphere formation.