This study focuses on CO2 capture by pressure swing adsorption (PSA), with modified clinoptilolite as the adsorbent. Natural clinoptilolite is modified by roasting, by acid pickling, by a combination of acid pickling and roasting, and by ion exchange. Modification by acid pickling–roasting and by ion exchange are found to give the highest CO2 adsorption capacities, of 730 mL/g and 876.7 mL/g, respectively. It is found that regeneration of clinoptilolite by a combination of vacuum desorption and heating enables recovery of as much as 89% of its previous CO2 adsorption capacity. To examine the CO2 adsorption capacity of clinoptilolite when applied to mixed gas, a simulated coking exhaust containing 12% CO2 and 4% O2 is used, and it is found that ion exchange modified clinoptilolite achieves a CO2 removal efficiency of 92.5%. A BET test reveals that acid pickling–roasting and Na+ modification enhance the porosity of clinoptilolite, thereby improving its adsorption capacity. This work demonstrates the feasibility of applying modified clinoptilolite as an effective adsorbent for CO2 capture, providing a promising tool for dealing with greenhouse gases.