The synthesis of graphene through environmentally friendly and efficient methods has posed a persistent challenge, prompting extensive research in recent years to access sustainable source and attain high quality graphene competing with the one obtained from graphite ores. Addressing this challenge becomes even more intricate when aiming to convert captured CO2 into graphene structures, encountering hurdles stemming from the inherent stability of the CO2 molecule and its steadfast transformation. Together with CO2, there is a great potential to create carbon source by using natural biomass, cellulosic plant sources and industrial wastes. This comprehensive review delves into the recent synthesis techniques and developments, exploring both direct and indirect pathways for the integration of CO2 that strive to overcome the complexities associated with transforming CO2 into graphene. The review critically analyzes CO2 capturing mechanisms designed for air, ocean, and alternative sources, outlining the progress made in harnessing captured CO2 as a feedstock for graphene production by evaluating captured CO2 values. This review consolidates the recent advancements by providing a roadmap for future research directions in the sustainable synthesis of graphene from captured CO2 in the pursuit of a greener, circular economy.