Nowadays, integrated CO2 capture and utilization (ICCU) technologies, which are indispensable to realizing decarbonization targets, securing decreased or net negative emissions, and lessening the dependence on fossil fuels, are highly valued. An promising approach involves transforming captured CO2 into CH4 through dual-functional materials (DFM), which can be referred to as ICCU-methanation. CH4 selectivity in the reaction is proposed to be sensitive to the particle structure, and the conventional granulation methods for Na-based materials are riddled with challenges. Therefore, in this work, we compare the activity of Ni-Na-Al2O3 DFMs prepared by the graphite-moulding method, impregnation method, and sol-gel method, and then demonstrate the effect of the structure-property-activity relationships. Proved by a series of characterizations that the largest specific surface area (SBET) and pore volume (Vp) and are favorable for the adsorption of H2. Both the textural properties and CH4 production of the pellets can be enhanced through template modification, resulting in the CO2 adsorption and conversion via chemistry chain reaction. The CO2 adsorption ability and conversion rate of 4.56 mmol/g and 97% respectively, and the CH4 selectivity of 97%. These findings will inform the rational synthesis of highly efficient DFMs and establish the groundwork for their applications in ICCU-methanation.