Due to the high chemical inertness of CO₂ molecules, the selective activation and controllable conversion of CO₂ become extremely challenging. Compared with electric- or photo-driven catalytic conversion of CO₂, the thermal-driven heterogeneous catalytic conversion of CO₂ is a simple method with adjustable target products and high product yield. Most importantly, the value-added products obtained from the reduction or non-reduction of CO₂ can effectively promote the utilization of CO₂ and alleviate the greenhouse effect, which is of great significance in the fields of environmental protection, energy, and materials. Based on the author"s research work on CO₂ capture and conversion, this review summarizes the current developments and improvements in the thermal-driven heterogeneous catalytic conversion of CO₂ toward the synthesis of CO, CH₄, formic acid, methanol, hydrocarbons, and other fine chemicals in terms of the reaction mechanism, the improvements of catalyst and reaction process. Besides, the problems and limitations of this research field are discussed and the future development direction is prospected.