A new supercontinuum (SC) source from high-pressure gas, liquid, and supercritical fluid CO2 aggregate states that covers more than two octaves (from 400 nm up to 2 μm) is successively reported by using a 200 fs pulsed pump at 1.24 μm under femtosecond filamentation. The key features of the proposed source are the highly adjustable nonlinear properties (comparable with condensed matter) of the medium. This allows an easy-to-achieve filamentation process, even at microjoule laser pulse energies, giving the ultrabright and broadband SC. The molecular vibrations significantly modify the SC spectrum; as a result, a bright peak in a 1.4-1.9 μm is generated. Its position could be finely tuned by the pressure and temperature. We report that the generation of the SC in the monofilamentation regime (unlike multifilamentation) is more stable and promising for seeded optical parametric amplifiers, and the most efficient SC generation is achieved in the liquid phase of CO2.