This paper reports a study of the composition and significance of magmatic inclusions in pyroxene of volcanic rocks from the Shengli Oilfield. There are significant differences in the composition of pyroxene and its magmatic inclusions between CO2 gas fields and non-CO2 gas fields: for the former, the pyroxene is augite characterized by higher SiO2, lower Al2O3, TiO2 and volatile components, the metallic micro-mineral in the magmatic inclusions is pyrite; but for the latter, the pyroxene is diopside characterized by lower SiO2 and volatile components, higher Al2O3, TiO2 and volatile component, the metallic micro-mineral in the magmatic inclusions is anatase. Also in the former, a high CO2 content is seen in the glass phase of the magmatic inclusions. The results show that the glass of the magmatic inclusions has higher Al2O3, Na2O, K2O and volatile components than the pyroxene, and the brown glass of the magmatic inclusions has higher Al2O3, Na2O, K2O and CO2 contents than the colorless glass, suggesting an enrichment of CO2 with the evolution of the magma. This study has contributed to a better understanding of the evolution of magma and the magma-degassing mechanism of the formation of CO2 gas pools in the Shengli Oilfield.