An inspiring challenge for membrane scientists is to exceed the current materials’ performance while keeping the intrinsic processability of the polymers. Nanocomposites, as mixed-matrix membranes, represent a practicable response to this strongly felt need, since they combine the superior properties of inorganic fillers with the easy handling of the polymers. In the global strategy of containing the greenhouse effect by pursuing a model of sustainable growth, separations involving CO2 are some of the most pressing topics due to their implications in flue gas emission and natural gas upgrading. For this purpose, Pebax copolymers are being actively studied by virtue of a macromolecular structure that comprises specific groups that are capable of interacting with CO2, facilitating its transport with respect to other gas species. Interestingly, these copolymers show a high versatility in the incorporation of nanofillers, as proved by the large number of papers describing nanocomposite membranes based on Pebax for the separation of CO2. Since the field is advancing fast, this review will focus on the most recent progress (from the last 5 years), in order to provide the most up-to-date overview in this area. The most recent approaches for developing Pebax-based mixed-matrix membranes will be discussed, evidencing the most promising filler materials and analyzing the key-factors and the main aspects that are relevant in terms of achieving the best effectiveness of these multifaceted membranes for the development of innovative devices.