In this study, ZrO2 is introduced in a new form to reduce sintering and enhance the cyclic stability of CaO-based sorbents. Such a material has potential for high-temperature CO2 capture applications. Two Zr-modified CaO materials having a Ca/Zr molar ratio of 30 are prepared using the solid-state and citrate sol-gel methods. The solid-state method yields a physical mixture of CaO and ZrO2, while the citrate sol-gel method induces chemical bonding between ZrO2 and the CaO surface to form CaZrO3. The CO2 sorption uptake was significantly increased in both unmodified CaO and ZrO2-containing CaO [77.3 wt% (17.6 mol kg−1) and 73.2 wt% (16.6 mol kg−1), respectively, at 650 °C and 1 bar] when the citrate sol-gel method was used. The CaO having the chemically bonded ZrO2 reveals significantly enhanced cyclic stabilities, with an extremely high CO2 sorption uptake of 70.5 wt% (16.0 mol kg−1) on average during 10 cycles. On the other hand, the CaO containing the physically mixed ZrO2 reveals an average cyclic CO2 sorption uptake of only 37.2 wt% (8.5 mol kg−1). The chemically bonded ZrO2 is expected to be well scattered on the CaO surface and effectively cover the sorbent, resulting in the reduction of thermal sintering. In addition to cyclic stability, CO2 sorption kinetics of CaO-based sorbents can be enhanced through the citrate sol-gel method, which is resulted from the significantly reduced size of CaO particles.