The Gradient Theory of fluid interfaces is for the first time combined with the SAFT-VR Mie EOS to model the interfacial properties of the water/CO2 mixture. As a preliminary test of the performance of the coupling between both theories, liquid-vapor interfacial properties of pure water have been determined. The complex temperature dependence of the surface tension of water can be accurately reproduced, and the interfacial thickness is in good agreement with experimental data and simulation results. The water/CO2 mixture presents several types of interfaces as the liquid water may be in contact with gaseous, liquid, or supercritical CO2. Here, the interfacial tension of the water/CO2 mixture is modeled accurately by the gradient theory with a unique value of the crossed influence parameter over a broad range of thermodynamic conditions. The interfacial density profiles show a systematic adsorption of CO2 in the interface. Moreover, when approaching the saturation pressure of CO2, a prewetting transition is highlighted. The adsorption isotherm of CO2 is computed as well in the case of a gas/liquid interface and compared with experimental data. The good agreement obtained is an indirect proof of the consistency of interfacial density profiles computed with the gradient theory for this mixture and confirms that the gradient theory is suitable and reliable to describe the microstructure of complex fluid interfaces.