The association of membrane separation processes to the supercritical fluid extraction of essential oils from vegetable matrices can be an alternative to the reduction of recompression costs derived from the depressurization step necessary for the recovering of the extracts. In this work, a cellulose acetate reverse osmosis membrane was applied to perform the separation of nutmeg essential oil and dense carbon dioxide. The effects of feed stream essential oil concentration, temperature and transmembrane pressure on essential oil retention and CO2 permeability were investigated. The average retention of essential oil by the membrane was of 96.4% and it was not affected significantly by any of the process variables. The CO2 flux was linearly proportional to the transmembrane pressure applied and decreased as the essential oil concentration in the feed stream increased. The membrane presented good CO2 permeability and resisted well to the severe pressure conditions applied.