As an important working fluid in tight shale reservoir, supercritical CO2 has been proven to improve oil recovery efficiently. However, the high filtration caused by the low viscosity of pure supercritical CO2 hinders its development. The research objective of this investigation is to explore the filtration of supercritical CO2 with a branched siloxane (BTMT) as a CO2 thickener and filtration-reducing agent, and analyze the influence level of some parameters about rock core and chemicals on the CO2 filtration in the tight shale reservoir by using response surface method (RSM). The results demonstrate that the rising temperature causes a gradually increasing filtration, but filtration coefficient (f) decreases with increasing the pressure difference P, injection speed, and thickener concentration. The thickener concentration is the factor that causes the greatest change in filtration coefficient according to the response surface method, and the injection speed has the smallest effect on the filtration. The viscosity of fracturing fluid is the main characterization parameter leading to change of filtration coefficient, all factors that contribute to increasing the viscosity of the fracturing fluid will lead to a reduction in the filtration coefficient and an enhanced oil recovery. In addition, the adsorption and reservoir residue of BTMT on low-permeability shale were subordinated to a Langmuir monolayer theory, and a low residual of BTMT in shale can prevent thickeners and fracturing fluids from damaging shale reservoirs. The improvement of thickener and CO2 fracturing technology provided a basic reference for shale exploitation, greenhouse effect, and reservoir protection.