Nowadays, considering the problems with climate change and global warming caused by the increase in greenhouse gas emissions, mainly CO₂, (mainly from energy production and transport), there was a need to reduce it. Conventional methods are very energy intensive. Therefore, alternative methods, such as membrane technologies and appropriate materials, are being searched for. In this work, we present the new data concerning the novel type of hybrid organic-inorganic membranes Fe@MWCNT-OH/FeSPEEK with a new kind of CNTs with increased iron-encapsulated content, characterization of their magnetic, mechanical, thermal, gas transport parameters, and their potential application in CO₂ separation. It was found that incorporation of nanofillers with increased iron content (5.80 wt%) into the modified polymer matrix had significantly improved magnetic, thermal, mechanical, and gas transport (D, P, S, and α_CO2/N2) parameters of analyzed membranes, especially after application of magnetic casting and chemical modification of inorganic and organic phase. Magnetic casting has improved the alignment and dispersion of Fe@MWCNTs. At the same time, CNT's and polymer chemical modification increased interphase compatibility, CO₂ affinity and membrane’s separation efficiency. The obtained novel composites were characterized by improved thermooxidative stability, mechanical (extremely especially important in high-pressure processes), and magnetic parameters, which rise with the increase of CNT loading. It was also stated that Cherazi’s model turned out to be suitable for describing the CO₂ transport through analyzed hybrid membranes. The enhanced parameters of obtained membranes could translate directly to their future potential use in gas separation. This type of solution in the form of selective membranes for CO₂ separation, e.g., from flue gases from coal combustion, may find future applications in the power industry.