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 flow behavior was also found to be different when scN2 and scCO2 were used. UHMWPE failed to demonstrate the typical fountain flow behavior; instead, it slipped on the mold surface. The rheological properties of regular and SCF-loaded samples were analyzed using parallel-plate rheometry. The rheological tests showed that the complex viscosity and storage modulus of the scN2 and scCO2 samples were closer to that of the neat sample and higher than the regular injection-molded samples. This suggests that some thermal degradation may have occurred during processing, but scN2 and scCO2 helped reduce the overall degradation due to the plasticizing effect in the barrel and injection molding cycle. 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 results showed that 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.