Electron attachment to CO2 embedded in superfluid He droplets leads to ionic complexes of the form (CO2)n(-) and (CO2)nO(-) and, at much lower intensities, He containing ions of the form Hem(CO2)nO(-). At low energies (<5 eV), predominantly the non-decomposed complexes (CO2)n(-) are formed via two resonance contributions, similar to electron attachment to pristine CO2 clusters. The significantly different shapes and relative resonance positions, however, indicate particular quenching and mediation processes in CO2@He. A series of further resonances in the energy range up to 67 eV can be assigned to electronic excitation of He and capture of the inelastically scattered electron generating (CO2)n(-) and two additional processes where an intermediately formed He* leads to the nonstoichiometric anions (CO2)nO(-).