In this work, we present an investigation concerning the evaluation of the catalytic properties of Ni nanoparticles supported on ZrO2, SiO2, and MgAl2O4 for CO2 hydrogenation to methane. The supports were prepared by coprecipitation and sol-gel, while Ni was incorporated by impregnation (10–20 wt %). X-ray diffraction, nitrogen physisorption, temperature-programmed reduction, H2 pulse chemisorption, Raman spectroscopy, X-ray photoelectron spectroscopy, and transmission electron microscopy were the main characterization techniques employed. A laboratory fixed-bed reactor operated at atmospheric pressure, a temperature range of 350–500 °C, and a stoichiometric H2/CO2 molar ratio was used for catalyst evaluation. The most outstanding results were obtained with nickel catalysts supported on ZrO2 with CO2 conversions of close to 60%, and selectivity to methane formation was 100% on a dry basis, with high stability after 250 h of reaction time. The majority presence of tetragonal zirconia, as well as the strong Ni–ZrO2 interaction, were responsible for the high catalytic performance of the Ni/ZrO2 catalysts.