Tetrafluoromethane (CF4) combined with Helium-3 is widely used as the filling gas for neutron detectors. CF4 is generally known as an efficient gas for proton and tritium stopping, as well as a medium with low gamma sensitivity. Filling pressures above 2.5 bar are needed to achieve detector position resolutions below 1 mm. In this work, we have studied the performance of a single-GEM operating in CF4 in the pressure range of 1.0 to 2.5 bar and shown that it is possible to achieve gains one order of magnitude higher than what is needed for thermal neutron detection. Charge gains of 1.6 times 104 and 400 are reached at pressures of 1.0 and 2.5 bar, respectively, indicating good properties for this purpose. In opposition to gases with higher scintillation efficiency such as xenon, GEM scintillation readout with VUV-sensitive avalanche photodiodes results in gains that are less than one order of magnitude higher than those obtained with charge readout, delivering similar energy resolutions.