The processability of injection molding ultra-high molecular weight polyethylene (UHMWPE) was improved by introducing supercritical nitrogen (scN₂) or supercritical carbon dioxide (scCO₂) into the polymer melt, which decreased its viscosity and injection pressure while reducing the risk of degradation. When using the special full-shot option of microcellular injection molding (MIM), it was found that the required injection pressure decreased by up to 30% and 35% when scCO₂ and scN₂ were used, respectively. The mechanical properties in terms of tensile strength, Young’s modulus, and elongation-at-break of the supercritical fluid (SCF)-loaded samples were examined. The thermal and rheological properties of regular and SCF-loaded samples were analyzed using differential scanning calorimetry (DSC) and parallel-plate rheometry, respectively. The results showed that the temperature dependence of UHMWPE was very low, suggesting that increasing the processing temperature is not a viable method for reducing injection pressure or improving processability. Moreover, the use of scN₂ and scCO₂ with UHMWPE and MIM retained the high molecular weight, and thus the mechanical properties, of the polymer, while regular injection molding led to signs of degradation.