Carbon dioxide (CO2) hydrogenation to methanation is a potential way for alleviating greenhouse effect and storing energy sources. Here, alumina supported Fe-Co catalysts were synthesized and used for the CO2 methanation. Comparing with supported Fe/Al2O3 or Co/Al2O3 catalysts, the Fe-Co/Al2O3 catalysts showed superior catalytic performance under mild reaction conditions (280 °C and 0.2 MPa), whose reaction rate was 8.7 μmol gcat−1 s−1. It was 3 times higher than that of 2.4 μmol gcat−1 s−1 for the Fe/Al2O3 catalysts and 2.8 μmol gcat−1 s−1 for the Co/Al2O3 catalysts. Based on the comprehensive investigations by the temperature-programmed reduction by hydrogenation (H2-TPR), in situ X-ray diffraction (XRD) and catalytic test in different integration manner of catalysts, the cooperative effect between Fe and Co was determined in the Fe-Co/Al2O3 catalyst. The presence of Fe species effectively reduced the working pressure of the reaction and the Co species directly acted on the CO2 conversion and CH4 formation. When compared to Fe/Al2O3 or Co/Al2O3 catalysts, the reducibility of metals and adsorption capacity for CO2 and H2 promoted a lot in the Fe-Co/Al2O3 catalyst, leading to the enhanced reactivity for CO2 methanation.