Conversion of carbon dioxide into other compounds nowadays have been widely carried out. However, the conversion is still difficult because CO2 is inert and stable at high temperatures. So it requires an assistance from low- valence metal catalysts such as Ni(0) and Pd(0). In this work, ZSM-5 was synthesized using Bayat-Klaten natural zeolite and Belitung kaolin as its silica and alumina source. This material was used as the support catalyst for CO2 hydrogenation reaction (sabatier reaction). The resulted Ni(0) materials were characterized using FTIR, SEM-EDX, BET and XRD. XRD characterization results show that ZSM-5 materials with high crytalinity was successfully synthesized. SEM images show ZSM-5 has coffin-like-shaped morphology surface. EDX analysis showed the nickel content of 4 % and 7 % in ZSM-5. The hydrogenation reaction was performed using a flow quartz reactor and analysed by GC-TCD Instrument. The reaction was carried out with variations of catalyst mass (0.02 grams and 0.03 grams) temperature (673 K, 773 K, and 873 K) and mass flow ratio of CO2:H2 (1:3, 1:4, and 1:5). This reaction gave product only in the presence of Ni. The higher the Ni content, the higher the conversion, while the yield methane is unchanged. The highest conversion is shown by synthetic 10 % Ni/ZSM-5 with conversion of 60.55 % and yield of 23 % at 773 K.