The design and development of affinity polymeric materials through the use of green technology, such as supercritical carbon dioxide (scCO2), is a rapidly evolving field of research with vast applications across diverse areas, including analytical chemistry, pharmaceuticals, biomedicine, energy, food, and environmental remediation. These affinity polymeric materials are specifically engineered to interact with target molecules, demonstrating high affinity and selectivity. The unique properties of scCO2, which present both liquid– and gas–like properties and an accessible critical point, offer an environmentally–friendly and highly efficient technology for the synthesis and processing of polymers. The design and the synthesis of affinity polymeric materials in scCO2 involve several strategies. Commonly, the incorporation of functional groups or ligands into the polymer matrix allows for selective interactions with target compounds. The choice of monomer type, ligands, and synthesis conditions are key parameters of material performance in terms of both affinity and selectivity. In addition, molecular imprinting allied with co–polymerization and surface modification are commonly used in these strategies, enhancing the materials’ performance and versatility. This review aims to provide an overview of the key strategies and recent advancements in the design of affinity polymeric materials using scCO2.