The membranes’ role is of supreme importance in the separation of compounds under different phases of matter. The topic addressed here is based on the use of membranes on the gases separation, specifically the advantages of mixed-matrix membranes (MMMs) when using carbon nanotubes as fillers to separate carbon dioxide (CO2) from other carrier gas. MMMs consist of a polymer support with additive fillers to improve their efficiency by increasing both selectivity and permeability. The most promising fillers in the MMM development are nanostructured molecules. Due to the good prospects of carbon nanotubes (CNTs) as MMM fillers, this article aims to concentrate the advances and developments of CNT–MMM to separate gases, such as CO2. The influence of functionalized CNT or mixtures of CNT with additional materials such as zeolites, hydrogel and, graphene sheets on membranes performance is highlighted in the present work.