The use of metal–organic frameworks (MOFs) as templates or precursors in the manufacture of heterogeneous catalysts is highly attractive due to the transfer of MOFs’ inherent porosity and homogeneous metallic distribution to the derived structure. Herein, we report on the preparation of MOF-derived Ru@ZrO2 catalysts by controlled thermal treatment of zirconium-based MOF UiO-66 with ruthenium moieties. Ru3+ (3 or 10 mol%) precursor was added to UiO-66 synthesis and, subsequently, the as-synthesized hybrid structure was calcined in flowing air at different temperatures (400–600 °C) to obtain ZrO2-derived oxides doped with highly dispersed Ru metallic clusters. The materials were tested for the catalytic photo-thermal conversion of CO2 to CH4. Methanation experiments were conducted in a continuous flow (feed flow rate of 5 sccm and 1:4 CO2 to H2 molar ratio) reactor at temperatures from 80 to 300 °C. Ru0.10@ZrO2 catalyst calcined at 600 °C was able to hydrogenate CO2 to CH4 with production rates up to 65 mmolCH4·gcat.–1·h–1, CH4 yield of 80% and nearly 100% selectivity at 300 °C. The effect of the illumination was investigated with this catalyst using a high-power visible LED. A CO2 conversion enhancement from 18% to 38% was measured when 24 sun of visible LED radiation was applied, mainly due to the increase in the temperature as a result of the efficient absorption of the radiation received. MOF-derived Ru@ZrO2 catalysts have resulted to be noticeably active materials for the photo-thermal hydrogenation of CO2 for the purpose of the production of carbon-neutral methane. A remarkable effect of the ZrO2 crystalline phase on the CH4 selectivity has been found, with monoclinic zirconia being much more selective to CH4 than its cubic allotrope.