In this study, an experimental strategy to obtain biochar and activated carbon from torrefied palm kernel shell as an efficient material for CO2 removal was evaluated. Biochar was obtained by slow pyrolysis of palm kernel shell at different temperatures (350 °C, 550 °C, and 700 °C) and previously torrefied palm kernel shell at different temperatures (220 °C, 250 °C, and 280 °C). Subsequently, activated carbons were prepared by physical activation with CO2 from previously obtained biochar samples. The CO2 adsorption capacity was measured using TGA. The experimental results showed that there is a correlation between the change in the O/C and H/C ratios and the functional groups –OH and C=O observed via FTIR in the obtained char, indicating that both dehydration and deoxygenation reactions occur during torrefaction; this favors the deoxygenation reactions and makes them faster through CO2 liberation during the pyrolysis process. The microporous surface area shows a significant increase with higher pyrolysis temperatures, as a product of the continuous carbonization reactions, allowing more active sites for CO2 removal. Pyrolysis temperature is a key factor in CO2 adsorption capacity, leading to a CO2 adsorption capacity of up to 75 mg/gCO2 for biochar obtained at 700 °C from non-torrefied palm kernel shell (Char700). Activated carbon obtained from torrefied palm kernel shell at 280 °C (T280-CHAR700-AC) exhibited the highest CO2 adsorption capacity (101.9 mg/gCO2). Oxygen-containing functional groups have a direct impact on CO2 adsorption performance due to electron interactions between CO2 and these functional groups. These findings could provide a new experimental approach for obtaining optimal adsorbent materials exclusively derived from thermochemical conversion processes.