The relative merits of various approaches using computer simulation methods for estimating first‐order correction terms to Henry's law in dilute supercritical mixtures are investigated. Three thermodynamic formulations are provided for the calculation of these properties. One method, termed the fluctuation integral approach, requires the explicit calculation of solute‐solvent pair correlation functions at the infinite dilution limit, which is a difficult task for simulations given the conflicting demands of both small numbers of solute species (for approximating the infinite dilution limit) as well as the need for large numbers of solute species to improve simulation statistics. A second approach, called the pressure gradient method, does not require the explicit, determination of these solute‐solute functions and, as a result, is not as sensitive to the choice of system size and other difficulties associated with establishing an adequate ensemble size and/or number of solute species to be used in the simulations. The third approach uses the exact formulation for the property of interest using Kirkwood‐Buff theory. This approach, however, requires all the solute pair correlation functions to be established, making it the most sensitive to issues concerning number of solute species used in the simulations, and so on. An examples is given showing simulation results for these approaches, illustrating their respective strengths and drawbacks.