Traditional catalysts for thermal hydrogenation of CO2 mainly focus on the catalytic activation of CO2 molecule, while the activation of H2 is often neglected. Herein, we report an Al-doped MgH2 nano-catalyst producing negative lattice H− as hydrogen source for CO2 hydrogenation. The Al-doped MgH2 nano-catalyst is synthesized with a reactive ball-milling method equipped with Al-based milling balls to dope Al on MgH2 surface. The surface doping of Al promotes the dissociation of H2 to lattice H− and helps the catalyst to achieve 88.4% CH4 selectivity and 27.1% CO2 conversion under H2/CO2 ratio 5/1 at 320 °C and 1.0 MPa. The atomic-doped-Al weakens the MgH bond and improves electron transfer on MgH2 surface, by which gives the lattice H− a high reactivity for CO2 hydrogenation. The delocalized large π bond of CO2 molecule is weakened by the combination of the lattice H− to the C atom of CO2 molecule, which promotes the formation of Mg formate, significantly influencing the hydrogenation route.