Supercritical carbon dioxide (SCCO2) was used in this study for the surface modification of polyacrylonitrile (PAN) membrane. A two-step process was used to graft the hydrophilic monomer, 2-hydroxyethyl methacrylate (HEMA), by the free radical polymerization onto PAN. The first step was the soaking of the initiator, 2,2′-azobisisobutyronitrile (AIBN), into the SCCO2-swollen PAN. The second step involved the grafting reaction of HEMA through the pre-soaked AIBN on the surface of PAN in SCCO2. A grafting percentage up to 30 wt% was obtained under the optimal reaction temperature at 70 °C and pressure at 17.5 MPa. The modified PAN surface was coated with domains of HEMA that improved the hydrophilicity after the reaction process. The static contact angle of the polymer surface changed from the initial value of 55° to 27° after the optimal PAN surface modification process.