This work reports saturated-phase densities for the CO2 + methylcyclohexane system at temperatures between 298 and 448 K and at pressures up to the critical pressure. The densities were measured with a standard uncertainty of <1.5 kg·m–3 and were fitted along isotherms with a recently developed nonlinear empirical correlation with an absolute average deviation (ΔAAD) of about 1.5 kg·m–3. This empirical correlation also allowed the estimation of the critical pressure and density at each temperature, and the obtained critical pressures were found to be in close agreement with previously published data. We also compare both our density data and vapor–liquid equilibrium (VLE) data from the literature with the predictions from two models: PPR-78 and SAFT-γ Mie. The results show that densities were predicted better with SAFT-γ Mie than with PPR-78, whereas PPR-78 generally performed better for VLE. This could indicate that some of the unlike parameters of SAFT-γ Mie could be further optimized.