Integrated CO₂ capture and utilisation (ICCU) is a promising strategy for restricting carbon emissions and achieving carbon neutrality. Bifunctional combined materials (BCMs), containing adsorbents and active catalysts, are widely applied in this process. Producing syngas via reverse water–gas shift reaction (RWGS) and integrating with Fischer-Tropsch (F-T) synthesis is an attractive and valuable CO₂ utilisation route. This work investigated a series of Ni/support-CaO BCMs (supports = ZrO₂, TiO₂, CeO₂ and Al₂O₃) for the integrated CO₂ capture and RWGS (ICCU-RWGS) process. The Ni/support-CaO BCMs were prepared by physically mixing various metal oxide supports loaded Ni with sol–gel derived CaO. The ICCU-RWGS performance (CO₂ conversion, CO yield and CO generation rate) of these BCMs followed the order during tested conditions (550–750 °C): Ni/CeO₂-CaO > Ni/TiO₂-CaO > Ni/ZrO₂-CaO > Ni/Al₂O₃-CaO. A comprehensive characterisation of Ni/support materials showed that Ni/CeO₂ had the characteristics of stronger basicity, optimal Ni dispersion and improved NiO reducibility, which led to the outperforming ICCU-RWGS activity over Ni/CeO₂-CaO (e.g. 56.1% CO₂ conversion, 2.68 mmol g⁻¹ CO yield and ∼100% CO selectivity at 650 °C). Furthermore, the Ni/CeO₂-CaO BCM showed a stable, yet, self-optimising catalytic performance during the cyclic ICCU-RWGS reaction over 20 cycles. The TEM characterisation suggested that was ascribed to the volume expansion and shrinkage of CaO in the cyclic adsorption–desorption altering the distance between the adsorbent and Ni/CeO₂, resulting in an enhanced CO₂ conversion during the cycle.