The conversion of the greenhouse gas CO2 represents a pragmatic and environmentally friendly approach. However, the substantial energy demands of the reaction hamper its widespread application. Here, we designed an efficient catalyst prepared by Ce-MOF and ZIF-67 precursor, namely Co/CeO2, for photothermal CO2 methanation under light and auxiliary heating. CeO2 synthesized by Ce-MOF has a good structure and abundant oxygen vacancies, meanwhile, Co has abundant active sites and strong adsorption capacity and is well-dispersed on CeO2. As a result, the catalyst exhibits high CH4 yield of 885.27 mmol⋅g−1⋅h−1 and CO yield of 24.5 mmol⋅g−1⋅h−1. Moreover, it has good selectivity and catalytic durability. Through the analysis of the reaction pathway under the conditions of photothermal catalysis, the hydrogenation reaction of formate can efficiently generate CH4 and H2O due to the promotion of hot carriers. This work demonstrated the advantages of photothermal co-catalysis and provides a potential strategy for efficient CO2 reduction.