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An integrated CO2capture and direct methanation (ICCM) system has recently gained significant attention as a promising process to produce value-added chemicals. Compared to conventional CO2capture and utilization, ICCM is a simplified process that directly converts captured CO2without purification at lower thermal inputs. One of the primary limitations is the deactivation of the sorbent and the embedded catalysts after several thermal cycles. In this study, we formulated thermally stable macroporous structured Ni/CaO dual function materials (DFMs) by incorporating a Zr stabilizer. The textural properties, porosity, CO2capture performance, and catalytic activity of Zr-modified Ni/CaO (Ni/CaZr) were assessed. In situDRIFTS was used to investigate the possible intermediates and reactions during the ICCM. It was found that CH4is produced from the formate and methoxy intermediates route on the CaO surface and the CO intermediate route on the Ni surface. Ni/CaZr had improved thermal stability with the best CO2capture capacity (13–14 mmol of CO2/g), CH4productivity (13–14 mmol of CH4/g), CO2sorption, and desorption kinetics at 500 °C. The benefit of adding Zr for ICCM enhanced the macroporous structures, which enhanced the CO2mass transport and prevented the sintering of Ni and CaO.