Developing a direct carbon dioxide (CO2) capture and methanation method is one of the most important challenges to achieving carbon neutrality. However, converting CO2 into methane (CH4) kinetically requires the activation of stable CO2 at high temperatures (300-500 degrees C), while the CO2-to-CH4 conversion thermodynamically favours low temperatures. Here we report an efficient mechanochemical CO2 capture and conversion under mild conditions (65 degrees C). Using commercial zirconium oxide (ZrO2) and nickel catalysts, the mechanochemical CO2 capture capacity was 75-fold higher than the conventional thermochemical process. The mechanochemical CO2 conversion reached a nearly quantitative CO2 conversion (99.2%) with CH4 selectivity (98.8%). We determined that repeatedly induced abundant oxygen vacancies on ZrO2 by dynamic mechanical actions are responsible for efficient CO2 capture and, thus, subsequently spontaneous methanation.