CO2 methanation via the Sabatier reaction is a promising carbon utilization strategy to convert captured CO2 into natural gas with green hydrogen as feedstock. Ni/CeO2 is considered as one of the most promising catalysts for CO2 methanation owing to the synergistic effect of H2 activation from Ni, CO2 activation from CeO2, and an appropriate metal–support interaction (MSI) that promotes interfacial catalysis. However, the influence of CeO2 properties on catalytic performance remains unclear. In this work, we tuned CeO2 particle sizes by using flame spray pyrolysis (FSP) method with a range of 9–29 nm, and systematically studied the effect of CeO2 particle sizes on reaction performance in Ni/CeO2 catalysts.