The molecular thermodynamics and kinetics of CO sorption in Polyethylenimine (PEI) melt have been investigated systematically using GCMC and MD simulations. We elucidate presence of significant structural and dynamic heterogeneity associated with the overall absorption process. CO adsorption in a PEI membrane shows a distinct two-stage process of a rapid CO adsorption at the interfaces (hundreds of picoseconds) followed by a significantly slower diffusion limited release toward the interior bulk regions of PEI melt (hundreds of nanoseconds to microseconds). The spatial heterogeneity of local structural features of the PEI chains lead to significantly heterogeneous absorption characterized by clustering and trapping of CO molecules that then lead to subdiffusive motion of CO. In the complex interplay of interaction and entropy, the latter emerges out to be the major determining factor with significantly higher solubility of CO near the interfaces despite having lower density of binding amine groups. Regions having higher free-volume (entropically favorable) viz. interfaces, pores and loops demonstrate higher CO capture ability. Various local structural features of PEI conformations, for example, inter- and intrachain loops, pores of different radii, and di- or tricoordinated pores are explored for their effects on the varying CO adsorption abilities.