An essential problem in managing CO2 and transforming it into methane as a useful fuel is the quest for adequately efficient and cheap catalysts. Another condition is imposed by the new designs of structured reactors, which require catalysts in the form of the thinnest possible films. The aim of this work was to produce Ni-based thin-film catalysts by the cold plasma deposition method (PECVD) from a volatile metal complex (Ni(CO)4) and to study their structure and catalytic properties in the CO2 methanation process. We tested three basic types of films: as-deposited, calcined in Ar, and calcined in air. The nanostructure and molecular structure of the films were investigated by electron microscopy (SEM), X-ray diffraction (XRD), and X-ray photoelectron spectroscopy (XPS). The catalytic activity was evaluated in the methanation process (CO2 + H2), which was performed in a tubular reactor operating in the temperature range of 300–400 °C. The films calcined in air showed the highest activity in this process but behaved unstably. However, their regeneration by recalcination in air restored the initial catalytic activity. An important conclusion emerged from the obtained results, namely that the active phase in the tested films is Ni3+ (most likely in the form of Ni2O3), contrary to the common opinion that this phase is metallic Ni0. In our case, Ni0 quenches the catalytic activity.