We demonstrate the impregnation of nonwoven fibrous samples of high-density polyethylene (HDPE) with a nonionic surfactant (N,N-dimethyldodecylamine N-oxide) using supercritical carbon dioxide as the only solvent. The effects of extraction with pure supercritical CO2 and coating from both aqueous and supercritical solutions were studied using loading, morphology, wettability, wicking rate, and storage modulus as indicators of surface and mechanical properties. The results show that although the supercritical fluid (SCF) penetrates and absorbs into the polymer, no structural changes or loss of mechanical strength is observed. The wetting properties of this highly hydrophobic material are changed dramatically and permanently compared to dip coating in an aqueous solution. Although the chemical properties of the samples are identical, there is a significant effect of fiber structure on absorption of CO2 and loading of surfactant. A lattice fluid equation of state is used to model the distribution of solute between SCF and polymer phases.