The nearest neighbor approach was used to characterize the local structure of CO2 fluid along its coexistence curve (CC) and along the critical isochore (CI). The distributions of the distances, orientations, and interaction energies between a reference CO, molecule and its subsequent nearest neighbors were calculated. Our results show that the local structure may be resolved into two components or subshells: one is characterized by small radial fluctuations, the parallel orientation and a dominance of the attractive part of both the electrostatic (EL) and Lennard-Jones (LJ) to the total interaction energy. Conversely, the second subshell is characterized by large radial fluctuations, a perpendicular orientation, and a concomitant increase of the repulsive contribution of the EL interaction and a shift to less attractive character of the LJ contribution. When the temperature increases along the liquid-gas CC, the first subshell undergoes large changes which are characterized by an obvious increase of the radial fluctuations, by an increase of the random character of the orientation distribution except for the first nearest neighbor which maintains its parallel orientation, and by a drastic decrease of the EL interaction contribution to the total interaction energy. When the temperature is close to the critical isochore, the local structure is no longer resolved into two subshells. Starting from the idea that the profile of vibration modes is sensitive to the local structure as revealed from the nearest neighbor approach, the hypothesis that the CO2 vibration profile may be deconvoluted into two contributions is discussed in a qualitative manner.