A desirable process for realizing a low-carbon society is the direct conversion of dilute CO2 from flue gases or air into highly concentrated hydrocarbons without a need for separate CO2 capture and purification processes. In this study, we investigated the performance of integrated CO2 capture and reduction to CH4 over Ni-based dual-functional catalysts promoted with Na, K, and Ca. Ni/Na-γ-Al2O3 exhibited the highest activity for integrated CO2 (5% CO2) capture and reduction, achieving high CO2 conversion (>96%) and CH4 selectivity (>93%). In addition, very low-concentration CO2 (100 ppm CO2) was successfully converted to 11.5% CH4 at the peak point (>1000 times higher concentration than that of the supplied CO2) over Ni/Na-γ-Al2O3. The Ni-based dual-functional catalyst exhibited a high CO2 conversion exceeding 90%, even when 20% O2 was present during CO2 capture. Furthermore, an increased operation pressure had positive impacts on both CO2 capture and CH4 formation, and these advantageous effects were also observed when CO2 concentration was at the level of atmospheric CO2 (100-400 ppm). As the pressure increased from 0.1 to 0.9 MPa, CH4 production capacity with 400 ppm CO2 was enhanced from 111 to 160 μmol gcat-1. This approach in combination with the efficient catalyst shows encouraging potential for CO2 utilization, enabling direct air capture-conversion to value-added chemicals.