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. Ru_0.10@ZrO₂ catalyst calcined at 600 °C was able to hydrogenate CO₂ to CH₄ with production rates up to 65 mmol_CH4·g_cat.^–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.