We present and discuss a systematic study of the operation of THick Gaseous Electron Multipliers (THGEM)-like structures in pure CO2, in view of possible applications as Active Target Time Projection Chambers (AT-TPC) readout. The ultimate goal is to use oxygen-rich gas as active medium to perform nuclear physics/astrophysics experiments on stable oxygen isotopes (16O,17O,18O). We report the measurement of the effective avalanche gain of ceramic Multi-layer THGEMs (M-THGEMs), for different geometries (two- and three-layers M-THGEM) at various pressures. In addition, we report the analysis of the tracking performance of a large-volume AT-TPC equipped with a position-sensitive MICROMEGAS detector and double-cascade THGEMs pre-amplification stage. The AT-TPC was irradiated with 6.1 MeV α-particles from a 252Cf source mounted inside the detector vessel, filled with pure CO2 at 50 torr. High gain operation was achieved in CO2 at relative low pressure (0< 15 torr), of interest for AT-TPC experiments. For higher pressure the operation of the detector became unstable. The maximum achievable gain decreased to lower value—below 103 at 450 torr. Through the image analysis of the α-particle tracks we computed an energy resolution of around 3% (FWHM) based on the α-particle range, while the energy resolution from the collected charge is around 5% (FWHM).