Supermarkets are currently one of the most vital service facilities, whose number of installations is ever-growing in both developed and developing countries. On the other hand, these applications feature a copious indirect contribution to the ongoing climate change, as well as a massive use of potent greenhouse gases. In an attempt to promote climate-friendlier technologies in commercial refrigeration sector, “CO2 only” (transcritical CO2 or pure CO2) refrigeration systems have become the mainstream of new food retails worldwide. In particular, in the last few years parallel (or auxiliary) compression has taken root in food retails as a means to enhance the energy efficiency of pure CO2 units. The thermodynamic performance of such a promising solution can be suitably assessed with the aid of the advanced exergy analysis. The results obtained at the design outdoor temperature of 40 °C showed that the main compressor has the highest priority of enhancement, whereas the high-pressure expansion valve needs to be replaced with a device for expansion work recovery. Also, close attention had to be paid to both the gas cooler and the auxiliary compressor. The former can be improved mainly by enhancing the other components, whereas the irreversibilities related to the latter can be decreased by improving both the compressor itself and the remaining components. Finally, the implemented sensitivity analysis revealed that the improvement in the efficiency of the main compressor should be seriously considered on the part of the manufacturers.