The photothermal pathway for converting carbon dioxide (CO₂) into hydrocarbons presents an effective and straightforward production for solar fuels. Nonetheless, the rational design of a robust solar-driven catalytic system for efficient CO₂ conversion remains a persistent challenge. In this work, we elaborately construct a multi-shell Au@Rh nanoantenna reactor for photothermal CO₂ methanation. The plasmonically active multi-shell Au structure serves as “antenna”, and the catalytically active Rh nanoparticles function as “reactor”. The reactor exhibits a superior CH₄ yield rate and nearly 100% selectivity, in comparison with the other Au structures (single-shell (SS) and nanoparticle) and the kinds of active sites (Ru, Ir, and Co). The well-arranged Au nanoparticles in multi-shell structure provide the collective plasmon-coupled excitation, leading to the strong localized surface plasmon resonance (LSPR) effect. Then, the antenna could convert the wide-spectrum solar energy to high surface temperature and enhanced electric field. The in-situ spectra and theoretical calculation indicate that the CO₂ methanation reaction in Au@Rh nanoantenna reactor follows the formyl pathway. The strong electron–proton coupling transfer ability of Au@Rh nanoantenna reactor contributes to the complex reaction pathway for CO₂ methanation. Especially, compared with Au catalyst, both the formation of $\mathrm{C}\mathrm{O}\mathrm{O}\mathrm{H}\ast$ intermediate and the key transformation from $\mathrm{C}\mathrm{O}\ast$ to $\mathrm{C}\mathrm{H}\mathrm{O}\ast$ in Au@Rh nanoantenna reactor were promoted through the adequate supply of proton–electron pair and the strong interaction between Au and Rh sites. The ingenious design for nanoantenna reactor and the new findings in photothermal CO₂ methanation will inspire the development of mild hydrogenation for boosting CO₂-to-fuel conversion.