The conversion of carbon dioxide to dimethyl carbonate (DMC) is an attractive process, but thermodynamic limitations of the reaction hinder its further development. Herein, a simple solution coprecipitation strategy for the synthesis of a series of Ce–metal organic framework (MOF)‐derived CeO 2 nanoparticles is proposed to rapidly break the thermodynamic equilibrium and achieve highly efficient activation of CO 2 /CH 3 OH under photothermal system. The CeO 2 –M–5, Ce(NO 3 ) 3 ·6H 2 O/2‐methylimidazoles molar ratio of 1:5, exhibits the highest DMC yield of 2.52 mmol DMC g −1 cat under photothermal system, higher 3.26 times than CeO 2 –C (nanoparticle by high‐temperature calcination). Moreover, the DMC yield of CeO 2 –M–5 nanoparticles increases by 10% under the photothermal synergistic system compared to thermocatalytic system. This superior catalytic performance is attributed to the abundant Lewis acid–base sites, excellent light absorption capacity, and hydrophobicity. Besides, in situ diffuse reflectance infrared Fourier transform spectroscopy demonstrates that Ce–MOF‐derived CeO 2 nanoparticles can effectively activate CO 2 /CH 3 OH to enhance the formation of the key intermediate methyl carbonate upon light irradiation. Finally, combining characterization and experimental results, the reaction mechanism of photothermal catalysis of CO 2 /CH 3 OH for DMC synthesis over Ce–MOF‐derived CeO 2 nanoparticles is proposed. This work would provide new insights into the rational design of an effective catalyst for CO 2 to produce high value‐added chemicals.