Clean energy generation is gaining significant attention from industries, academia, and governments across the globe. The Allam cycle is one such technology that has been under focus due to its efficiency, environmental friendliness, and economics. This is a direct-fired cycle operating at supercritical conditions using carbon dioxide as a working fluid. Fuel or oxidizer jet mixing with CO2 is a vital phenomenon that governs combustion efficiency, and it is not well understood for the Allam cycle conditions. This paper experimentally and computationally investigated the jet characteristics of a methane jet injected into a subcritical to supercritical carbon dioxide environment. A wide range of injection pressures and temperatures were targeted between subcritical to supercritical conditions. Unlike previous studies, this work focused on injecting lower-density (methane) jets into higher-density (carbon dioxide) environments. Schlieren imaging and methane absorption measurements were simultaneously performed with a CMOS high-speed camera. Specifically, we looked at the classical injection parameter of jet spreading angle, which was classically established to be mainly a density ratio function. The jet cone angle is a critical characteristic parameter that describes the entrainment rate in a jet; thus, it is a crucial parameter in understanding the nature of the jet. Notably, this paper makes a detailed comparison between the jet cone angles of jets with a density ratio. The result showed that the classical correlations, such as Abramovich's theory applied to submerged turbulent gas jets developed for low-density ratio jets, were unsuitable for higher-density ratio jets.