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Polyvinylidene fluoride (PVDF) membranes were prepared by phase inversion in the most commonly used solvents for membrane manufacture, with CO2 as a non-solvent additive. The effects of changing the polymer concentration (10, 12.5 and 15% by weight), the type of solvent (NMP, DMAc and DMF) and the coagulation bath with three levels of CO2 concentration on the phase inversion process, as well as the phase diagram, morphology and transport properties of the membranes were studied. The best performing membranes were used to desalinate salt aqueous solutions and decontaminated simulated nuclear wastewater by membrane distillation using two configurations (DCMD and AGMD). All selected membranes showed high rejection with acceptable permeate fluxes reaching an infinite decontamination factor. The proposed approach of this novel idea of using CO2 dissolved in water as a coagulation medium in the field of membranes avoids the increase of the harmful effect on the environment caused by the addition of a harsh non-solvent to the coagulation bath. It constitutes a beneficial use of carbon dioxide that reduces the negative environmental impact of membrane manufacturing and represents a decisive step towards its sustainability. Furthermore, this study highlights the potential benefits of using these membranes in DM for desalination and treatment of simulated nuclear wastewater.