How does this relate to the ozone layer? Global warming and the depletion of the ozone layer are separate issues. The ozone layer protects us from overexposure to the sun's ultraviolet radiation, which can lead to skin cancer. Holes in the ozone layer are created by gases like chlorofluorocarbons (CFCs), not carbon dioxide. Governments have agreed to phase out the use of CFCs and other substances that break up ozone molecules.