In the context of achieving carbon neutrality, CO₂ catalytic conversion technologies are effective in reducing atmospheric CO₂ concentrations while simultaneously producing renewable products. This approach is seen as a viable method for constructing a new carbon cycle, thereby effectively addressing the issue of global warming. Photothermal CO₂ conversion has recently emerged as a promising research focus due to its high energy utilization efficiency, superior CO₂ conversion, excellent product selectivity, mild operating conditions, low energy consumption and minimal operating costs. Cerium oxide (CeO₂) has been widely used in photothermal catalysis due to its unique chemical properties, particularly when used as a support material with supported metals, creating distinctive interfacial sites for catalytic reactions. As an emerging star support in photothermal CO₂ conversion, its contributions are equally significant and should not be overlooked. However, to our knowledge, there has been no comprehensive review of CeO₂ applications in catalytic hydrogenation of CO₂. In this paper, we summarize and discuss CeO₂-based materials for photothermal CO₂ conversion to value-added products. This research particularly focuses on the synthesis methods of CeO₂-supported catalysts, the history of CeO₂ in photothermal catalysis, types of photothermal catalytic reactors, unique characterization methods for the photothermal catalysts and the photothermal CO₂ hydrogenation reactions by CeO₂-based catalysts. Perspectives related to further challenges and future directions for photothermal CO₂ hydrogenation are also provided.