The present work aims to establish the suitability of double hybrid density functionals in explaining the potential energy curves of carbon dioxide-rare gas (CO2-Rg; Rg: He, Ne, Ar, and Kr) systems. The interaction energies of the most stable T-shaped configuration of all CO2-Rg systems have been evaluated using pure gradient-corrected functionals and double hybrid density functionals and their dispersion-corrected analogs with the use of Dunning's augmented correlation consistent polarized valence triple-zeta (aug-cc-pVTZ) basis function. The equilibrium separation distance, r, between CO2 and Rg obtained from the potential energy curves for these CO2-Rg systems are then compared with the experimental as well as with some earlier theoretical non-density functional theory (non-DFT) results. Our investigation suggests that for CO2-Ar/Kr systems, the r values obtained using the short-range corrected double hybrid mPW2PLYP functional is in excellent agreement with the experimental distances of separation. On the other hand, the short-range corrected double hybrid B2PLYP functional reproduces the experimental r values for the CO2-He/Ne systems quite satisfactorily. Interestingly, for lighter CO2-Rg (Rg: He and Ne) complexes, the B2PLYP functional fails to explain the potential energy surface, whereas the mPW2PLYP functional satisfactorily explains the potential well depth. On the other hand, for higher Rg complexes, none of the functionals are able to produce satisfactory potential well depth. Hence, the overall investigation suggests that, although double hybrid density functionals and other density functionals are good for predicting separation distance, they fail to produce correct interaction energy values in higher CO2-Rg complexes.