We present a first principles molecular dynamics study of carbon dioxide solvation by protic ionic liquids using ethylammonium nitrate as an example solvent. Microheterogeneity of the alkyl chains and the extended hydrogen bond network could be observed. Thus, the entire structure of the investigated protic ionic liquid mixed with CO2 closely resembles the one of the pure liquid. Our data indicates that CO2 most likely creates an energy loss due to entering the liquid via the too-small voids. But this is fully compensated by specific attractive interactions of CO2 with the cation and anions of ethylammonium nitrate. This result might serve as an explanation for the question of why the volume of the ionic liquid is not increasing through CO2 uptake. The CO2 cluster formation, which shows a structure similar to supercritical CO2, is guided by the dominance of the nonpolar groups in the CO2 solvation shell.