Renewed interest in CO₂ methanation is due to its role within the framework of the Power-to-Methane processes. While the use of nickel-based catalysts for CO₂ methanation is well stablished, the support is being subjected to thorough research due to its complex effects. The objective of this work was the study of the influence of the support with a series of catalysts supported on alumina, ceria, ceria–zirconia, and titania. Catalysts’ performance has been kinetically and spectroscopically evaluated over a wide range of temperatures (150–500 °C). The main results have shown remarkable differences among the catalysts as concerns Ni dispersion, metallic precursor reducibility, basic properties, and catalytic activity. Operando infrared spectroscopy measurements have evidenced the presence of almost the same type of adsorbed species during the course of the reaction, but with different relative intensities. The results indicate that using as support of Ni a reducible metal oxide that is capable of developing the basicity associated with medium-strength basic sites and a suitable balance between metallic sites and centers linked to the support leads to high CO₂ methanation activity. In addition, the results obtained by operando FTIR spectroscopy suggest that CO₂ methanation follows the formate pathway over the catalysts under consideration.