Excessive anthropogenic CO2 emission in the atmosphere is considered as one of the main contributions to the serious climate changes. However, with the growth of global economics, more fossil fuels will be consumed to feed the global activity, especially in developing countries. Thus, CO2 needs to be captured for storage or converted to fuels or value-added chemicals. Herein, we propose and demonstrate a one-pot method synthesized dual functional materials (DFMs), which contain a sorbent coupled with a catalyst component, allowing the sorbent regeneration and CO2 conversion to CO are performed simultaneously in a single reactor. This process requires no additional thermal energy for the regeneration of sorbents. In addition, CeO2 is incorporated into the DFMs to largely enhance the stability of the materials for the process, and the influence of different Ce loadings on the performance of integrated CO2 capture and conversion is studied. It is found that the DFMs with a Ca/Ni/Ce molar ratio of 1:0.1:0.033 displays almost 100% CO selectivity and 51.8% CO2 conversion in the reverse water-gas shift (RWGS) reaction and a remarkable cyclic stability after 20 cycles of integrated CO2 capture and conversion. Therefore, the incorporation of Ce into DFMs has two profits, for one thing, the oxygen vacancies generated by CeO2 directly reduces the dissociated CO2 regenerated from the DFMs, demonstrating the high CO yield; for another, the well-dispersed CeO2, which could act as a physical barrier, effectively prevents the growth and agglomeration of CaO crystallite and NiO species.