The effect of the LnOx support has been studied for Ni‐based CO2 methanation catalysts. 10 wt.% nickel catalysts with LaOx, CeO2 and PrOx supports have been prepared, characterized by N2 adsorption, XRD, XRF, TG‐MS (N2‐TPD and H2‐TPR) and XPS, and have been tested for CO2 methanation. The catalytic activity follows the trend Ni/CeO2>Ni/PrOx≫Ni/LaOx, all catalysts being very selective towards CH4 formation. The activity depends both on the nature of the catalytic active sites and on the stability of the surface CO2 and H2O species. Ni/CeO2 is the most active catalyst because (i) the Ni2+‐ceria interaction leads to the formation of the highest population of active sites for CO2 dissociation, (ii) the reduced Ni0 sites where H2 dissociation takes place are the most electronegative and active, and (iii) the stability of surface CO2 and H2O species is lowest. Ni/LaOx achieves lower activity because of the strong chemisorption of H2O and CO2, which poison the catalyst surface, and because this support is not able to promote the formation of highly active sites for CO2 and H2 dissociation. The behavior of Ni/PrOx is intermediate, being slightly lower to that of Ni/CeO2 because the formation of active sites is not so efficient and because the stability of chemisorbed CO2 is slightly higher.