Supercritical carbon dioxide (CO) has extremely important applications in the extraction of unconventional oil and gas, especially in fracturing and enhanced oil recovery (EOR) technologies. It can not only relieve water resource wastage and environmental pollution caused by traditional mining methods, but also effectively store CO and mitigate the greenhouse effect. However, the low viscosity nature of supercritical CO gives rise to challenges such as viscosity fingering, limited sand-carrying capacity, high filtration loss, low oil and gas recovery efficiency, and potential rock adsorption. To overcome these challenges, low-rock-adsorption thickeners are required to enhance the viscosity of supercritical CO. Through research into the literature, this article reviews the solubility and thickening characteristics of four types of polymer thickeners, namely surfactants, hydrocarbons, fluorinated polymers, and silicone polymers in supercritical CO. The thickening mechanisms of polymer thickeners were also analyzed, including intermolecular interactions, LA-LB interactions, hydrogen bonding, and functionalized polymers, and so on.