Supported ionic liquid membrane (SILM) technology is an attractive way for CO2 separation and capture, because of its combined advantages of both ionic liquid and membrane. The supercritical fluid deposition is a novel and promising preparation method to improve the CO2 permeation of the SILMs by confining ionic liquid only in the thin effective layer of support, leaving the large pores in the substrate open. To improve the preparation efficiency and the gas separation performance, the ionic liquid, [Emim][BF4], was confined into the asymmetry alumina supports to prepare SILMs by supercritical fluid deposition. The performance of SILMs was evaluated by analyzing the IL addition, the N2 and CO2 permeance and the ideal CO2/N2 selectivity. And the influences of deposition time, IL and ethanol addition were investigated. Comparing to those prepared with other ILs, [Emim][BF4]-SILMs can achieve better CO2 separation performance in a shorter time. The SILM prepared under the optimum condition, exhibited the IL addition of 2.6 mg/g, the CO2 and N2 permeance of 6.4 and 0.14 GPU, the CO2/N2 selectivity of 45.3. It was close to the upper limit of CO2/N2 selectivity of [Emim][BF4], and reached the Robeson upper bound as well, showing both high permeance and selectivity. It was found that higher surface tension of IL and higher IL concentration in supercritical CO2 improved the preparation efficiency significantly, while the IL concentration was mainly determined by IL type, ethanol and IL addition. Besides, using ILs with low viscosity, high CO2/N2 selectivity was conductive to obtaining SILMs with both high CO2 permeance and CO2/N2 selectivity.