Environmental concerns are driving the search for greener yet efficient solvents. Supercritical CO2 (scCO2) is a promising candidate due to its non-toxicity and the potential for reusing CO2 emissions. It also offers a versatile range of properties that can be finely tuned by pressure adjustments. This adaptability is exploited in chemical industry processes such as separation or extraction. The development of new green processes using scCO2 requires an efficient tool for predicting the solvation properties under different conditions. Existing parametric equations for solubility prediction depend on known experimental data, while molecular dynamics (MD) simulations remain expensive for studying different conditions. Both methods are unsuitable for advancing new technologies. The molecular density functional theory (MDFT) offers a promising alternative, combining an accurate microscopic modeling with ultra-fast calculations. MDFT necessitates the bulk direct correlation functions, which can be calculated from expensive MD simulations or from approximate yet rapid molecular integral equation theories. The development of MDFT as a powerful tool to study the solvation in scCO2 will require the construction of an accurate molecular integral equations for scCO2. In this perspective, this paper presents the exact direct correlation functions of scCO2 obtained from MD and compares them with the results of the simplest molecular integral equations, the hypernetted chain approximation (HNC). If HNC fails to provide correct long-range correlations and thermodynamics, it succeeds in reproducing the short-range structure. By using the direct correlation functions obtained from MD and HNC, we demonstrate the efficacy of MDFT in calculating the chemical potential of CO2 in scCO2. The results open the door to the application of MDFT to a wider range of solutes dissolved in scCO2, taking into account different thermodynamic conditions.