While the reverse water-gas shift (RWGS) reaction holds great promise as a method of converting CO2 to CO and subsequently into valuable fuels, achieving its commercial viability requires the development of highly efficient, selective, durable, and low-cost catalysts. Recently, thin-film nanocatalysts produced through plasma deposition (PECVD) have garnered significant attention in this domain. Among them, FeOx-based catalytic films deposited using Fe(CO)5 as a precursor, under reduced pressure (4–5 Pa) and a 13.56 MHz glow discharge, have demonstrated particular interest. Our study shows that by appropriately tuning the parameters of the plasma deposition process, it is feasible to generate nanocatalyst films exhibiting exceptional CO2 conversion (38% at 673 K) and CO selectivity (97%). Moreover, the study has revealed the formation of a carbon deposit containing carbon nanotubes (CNTs) during the RWGS reaction, significantly increasing the catalytic activity of the films. Through an analysis involving X-ray photoelectron spectroscopy (XPS), X-ray diffraction (XRD), and electron microscopy techniques (SEM and HRTEM), we have determined that CNTs not only serve as carriers for highly catalytically active Fe nanoparticles but also create nanoscale heterojunctions (p-n) with Fe2O3 nanoparticles, thereby enhancing their catalytic effect. This paper attempts to elucidate the differences and changes in the surface structure of FeOx-based films dictating the catalytic activity, which stems from both the conditions of plasma deposition and the environmental impact during the catalytic process.