Under the driving force of the "carbon cycle" goals, achieving efficient synthesis and precise functional regulation of catalytic materials while simultaneously addressing CO₂ resource utilization and environmental friendliness has become a central challenge in the fields of energy catalysis and pollution control. Traditional synthesis methods often face issues such as insufficient precision in microstructure regulation, high energy consumption in processes, and solvent pollution, while the inadequate exposure of active sites and low mass transfer efficiency of CO₂ conversion catalysts further hinder their large-scale application. In response to these challenges, supercritical carbon dioxide (sc-CO₂) technology, leveraging its unique physicochemical properties and green process characteristics, offers an innovative solution for the multi-scale structural design and performance optimization of catalytic materials. This review systematically analyzes the mechanisms by which sc-CO₂ technology regulates micro/nano structures (e.g., defect engineering, hierarchical pore construction), modifies active sites (e.g., heteroatom doping), and enhances reaction kinetics in the synthesis of photo/electrocatalysts, revealing its key role in improving CO₂ reduction efficiency, pollutant degradation rates, and sensor sensitivity. Furthermore, it highlights that, future advancements in machine learning-driven process optimization, single-atom catalyst design, and reactor fluid dynamics innovation can overcome current limitations such as sensitivity to pressure-temperature conditions and insufficient material stability. This review provides a theoretical framework for developing sc-CO₂ synthesis technologies that combine atomic-level precision control with industrial feasibility, thereby advancing clean energy conversion and low-carbon manufacturing.