Climate change, driven by elevated atmospheric CO2 levels since the industrial revolution, stands as one of the most urgent environmental issues of the 21st century. To address this challenge, carbon capture, utilization, and storage technologies have emerged as promising solutions, with particular focus on the conversion of captured CO2 into high-value carbon nanomaterials. This paper systematically reviews major CO2-based carbon nanomaterial synthesis methods, including supercritical CO2 synthesis, chemical vapor deposition, and electrochemical approaches. These techniques enable the synthesis of high-performance carbon nanomaterials in various forms, such as carbon nanotubes, nanofibers, and graphene, demonstrating broad applicability in energy storage, catalysis, environmental remediation, and electronics. By analyzing the current research landscape of CO2-based carbon nanomaterial synthesis, this paper aims to outline the future direction of technology development for sustainable carbon-neutral societies and industrial value creation.