Dendritic mesoporous silica nanoparticles own three‐dimensional center‐radial channels and hierarchical pores, which endows themselves with super‐high specific surface area, extremely large pore volumes, especially accessible internal spaces, and so forth. Dissimilar guest species (such as organic groups or metal nanoparticles) could be readily decorated onto the interfaces of the channels and pores, realizing the functionalization of dendritic mesoporous silica nanoparticles for targeted applications. As adsorbents and catalysts, dendritic mesoporous silica nanoparticles‐based materials have experienced nonignorable development in CO2 capture and catalytic conversion. This comprehensive review provides a critical survey on this pregnant subject, summarizing the designed construction of novel dendritic mesoporous silica nanoparticles‐based materials, the involved chemical reactions (such as CO2 methanation, dry reforming of CH4), the value‐added chemicals from CO2 (such as cyclic carbonates, 2‐oxazolidinones, quinazoline‐2,4(1H,3H)‐diones), and so on. The adsorptive and catalytic performances have been compared with traditional silica mesoporous materials (such as SBA‐15 or MCM‐41), and the corresponding reaction mechanisms have been thoroughly revealed. It is sincerely expected that the in‐depth discussion could give materials scientists certain inspiration to design brand‐new dendritic mesoporous silica nanoparticles‐based materials with superior capabilities towards CO2 capture, utilization, and storage.