The constant increase in the CO2 concentration in the atmosphere requires us to look for opportunities to convert CO2 into more valuable compounds. In this review, the activity and selectivity of different supported metal catalysts were compared in the hydrogenation of carbon dioxide, and found that Rh is one of the best samples. The possibility of the CO2 dissociation on clean metal and on supported Rh was discussed separately. The hydrogenation of CO2 produces mainly CH4 and CO, but the selectivity of the reaction is affected by the support, in some cases the reduction of the support, the particle size of Rh, and the different additives. At higher pressure methanol, ethanol, and acetic acid could be also formed. The activity of the various supported Rh catalysts was compared and the results obtained for TiO2-, SiO2-, and Al2O3-supported catalysts were discussed in a separate chapter. The compounds formed on the surface of the catalysts during the reaction are shown in detail; mostly, different CO species, adsorbed formate groups, and different carbonates were detected. In a separate chapter the mechanism of the reaction was also discussed.