The functionalization of the primary sites of alkanes is one of the more challenging areas in catalysis. In this context, a novel effect has been discovered that is responsible for an enhancement in the reactivity of the primary C−H bonds of alkanes in a catalytic system. The copper complex Cu(NCMe) ( =hydrotris{[3,5-bis(trifluoromethyl)-4-bromo]-pyrazol-1-yl}borate) catalyzes the functionalization of C_nH_2n+2 with ethyl diazoacetate upon inserting the CHCO₂Et unit into C−H bonds. In addition, the selectivity of the reaction toward the primary sites significantly increased relative to that obtained in neat alkane upon using supercritical carbon dioxide as the reaction medium. This was attributed to the effect of the carbon dioxide molecules that withdraw electron density from the fluorine atoms of the ligand, which enhances the electrophilic nature of the metal center. DFT studies validated this proposal.